This Note deals with a higher order smoothing technique for a polyhedral convex function
f:Rn→R{+∞}. This technique consists in approximating
f by a family
{ft}t>0, with
ft:Rn→R being convex and infinitely often differentiable. The explicit formula for
ft is given in terms of a function
M:Rn×R→R whose expression is derived straightforwardly from the canonical representation of
f. We show that
M generates a wealth of information on the behaviour of
f.