Analysis of Bounds for Multilinear Functions

Hong Seo Ryoo, Nikolaos V. Sahinidis

Research output: Contribution to journalArticle

63 Citations (Scopus)

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 ℝ p +.

Original languageEnglish
Pages (from-to)403-424
Number of pages22
JournalJournal of Global Optimization
Volume19
Issue number4
DOIs
Publication statusPublished - 2001 Apr 1
Externally publishedYes

Fingerprint

Convex Envelope
Tightness
Envelope
analysis
product

Keywords

  • Arithmetic intervals
  • Convex envelopes
  • Multiplicative programs

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Global and Planetary Change
  • Applied Mathematics
  • Control and Optimization

Cite this

Analysis of Bounds for Multilinear Functions. / Ryoo, Hong Seo; Sahinidis, Nikolaos V.

In: Journal of Global Optimization, Vol. 19, No. 4, 01.04.2001, p. 403-424.

Research output: Contribution to journalArticle

Ryoo, Hong Seo ; Sahinidis, Nikolaos V. / Analysis of Bounds for Multilinear Functions. In: Journal of Global Optimization. 2001 ; Vol. 19, No. 4. pp. 403-424.
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