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

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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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Correspondence to Christodoulos A. Floudas.

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Floudas, C.A., Kreinovich, V. On the functional form of convex underestimators for twice continuously differentiable functions. Optimization Letters 1, 187–192 (2007). https://doi.org/10.1007/s11590-006-0003-8

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  • DOI: https://doi.org/10.1007/s11590-006-0003-8

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