Given a polyhedral convex function g: ℝⁿ → ℝ ∪ +∞, it is always possible to construct a family which converges pointwise to g and such that each gₜ: ℝⁿ → ℝ is convex and infinitely often differentiable. The construction of such a family involves the concept of cumulant transformation and a standard homogenization procedure.
@article{bwmeta1.element.bwnjournal-article-apmv67z3p259bwm, author = {Alberto Seeger}, title = {Smoothing a polyhedral convex function via cumulant transformation and homogenization}, journal = {Annales Polonici Mathematici}, volume = {66}, year = {1997}, pages = {259-268}, zbl = {0908.41008}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-apmv67z3p259bwm} }
Alberto Seeger. Smoothing a polyhedral convex function via cumulant transformation and homogenization. Annales Polonici Mathematici, Tome 66 (1997) pp. 259-268. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-apmv67z3p259bwm/
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