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 |
---|---|
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 |
Keywords
- Arithmetic intervals
- Convex envelopes
- Multiplicative programs
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics