Analysis of Bounds for Multilinear Functions

Hong Seo Ryoo, Nikolaos V. Sahinidis

Research output: Contribution to journalArticlepeer-review

66 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 ℝp+.

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

Keywords

  • Arithmetic intervals
  • Convex envelopes
  • Multiplicative programs

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

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