On the Functional Form of Convex Underestimators for Twice Continuously Differentiable Functions

Authors

Chirstodoulos A. Floudas
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

1-2006

Comments

UTEP-CS-05-37b.

Published in Optimization Letters, 2007, Vol. 1, No. 2, pp. 187-192.

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.