Abstract
We analyze four bounding schemes for multilinear functions and theoretically compare their tightness. We prove that one of the four schemes provides the convex envelope and that two schemes provide the concave envelope for the product of p variables over ℝp+.
Original language | English |
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Pages (from-to) | 403-424 |
Number of pages | 22 |
Journal | Journal of Global Optimization |
Volume | 19 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2001 Apr |
Externally published | Yes |
Bibliographical note
Funding Information:We are grateful for partial financial support from the DuPont Educational Aid Program, the Mobil Technology Company, the University of Illinois Research Board, and the National Science Foundation under grant DMII 94-141615 and CAREER Award 95-02722 to N.V.S.
Keywords
- Arithmetic intervals
- Convex envelopes
- Multiplicative programs
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics
- Business, Management and Accounting (miscellaneous)
- Computer Science Applications
- Management Science and Operations Research