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Author (up) Barrera, J.; Moreno, E.; Munoz, G. doi  openurl
  Title Convex envelopes for ray-concave functions Type
  Year 2022 Publication Optimization Letters Abbreviated Journal Optim. Let.  
  Volume to appear Issue Pages  
  Keywords Convex envelopes; Nonlinear programming; Convex optimization  
  Abstract Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are able to compute the convex envelopes of a considerable number of functions that appear in practice, and thus obtain tight and tractable approximations to challenging problems. We contribute to this line of work by considering a family of functions that, to the best of our knowledge, has not been considered before in the literature. We call this family ray-concave functions. We show sufficient conditions that allow us to easily compute closed-form expressions for the convex envelope of ray-concave functions over arbitrary polytopes. With these tools, we are able to provide new perspectives to previously known convex envelopes and derive a previously unknown convex envelope for a function that arises in probability contexts.  
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  Notes WOS:000752153900001 Approved  
  Call Number UAI @ eduardo.moreno @ Serial 1525  
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