Optimization Letters

, Volume 1, Issue 2, pp 187–192 | Cite as

On the functional form of convex underestimators for twice continuously differentiable functions

Original Paper

Abstract

The optimal functional form of convex underestimators for general twice continuously differentiable functions is of major importance in deterministic global optimization. In this paper, we provide new theoretical results that address the classes of optimal functional forms for the convex underestimators. These are derived based on the properties of shift-invariance and sign- invariance.

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Copyright information

© Springer-Verlag 2006

Authors and Affiliations

  1. 1.Department of Chemical EngineeringPrinceton UniversityPrincetonUSA
  2. 2.Department of Computer ScienceUniversity of Texas at El PasoEl PasoUSA

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