Smoothing a polyhedral convex function via cumulant transformation and homogenization
Alberto Seeger (1997)
Annales Polonici Mathematici
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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.