Convex envelopes for ray-concave functions

نویسندگان

چکیده

Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of community for decades, we are able compute a number functions that appear practice, and thus obtain tight tractable approximations challenging problems. We contribute this line work by considering family that, best our knowledge, has not been considered before call ray-concave functions. show sufficient conditions allow us easily closed-form expressions envelope over arbitrary polytopes. With these tools, provide new perspectives previously known derive unknown function arises probability contexts.

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ژورنال

عنوان ژورنال: Optimization Letters

سال: 2022

ISSN: ['1862-4480', '1862-4472']

DOI: https://doi.org/10.1007/s11590-022-01852-2