CONVEXIFICATION OF STRICTLY MONOTONE FUNCTIONS

Abstract

This paper presents the theory that guarantees the convexi cation of a strictly monotone function. We proves a theorem and two corollaries for convexi cation of strictly monotones functions twice continuously differentiable, then the generalization of these results is presented for convexi cation of nondifferentiable strictly monotones functions. Both cases are exemplars. This results are using in optimization nonsmooth.

Keywords

• Convexication
• monotonicity
• nonsmooth functions