convex envelope
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英文释义
名词 n.
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Convex hull.
— 1965 [Holt Rinehart & Winston], Robert E. Edwards, Functional Analysis: Theory and Applications, Dover, 1995, Unabridged Corrected Edition, page 561, In E the closed convex envelope of a compact (resp. weakly compact) set is τ(E,E')-complete.
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For a given set S⊆ℝⁿ and real-valued function f defined on the convex hull conv(S), the highest-valued convex function that underestimates or equals f over S.
— One of the main reasons for the interest in convex envelopes is the fact that the set of global minimum points of f on S is contained in the set of global minimum points of conv_S(f) on S and the two minimum values coincide (see, e.g., [11, 17]). Hence, if the convex envelope were efficiently computable or available in closed form, one could replace the nonconvex problem of minimizing f on S with the convex problem of minimizing f on conv_S(f).
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