Analysis of bounds for multilinear functions

Citation
Hs. Ryoo et Nv. Sahinidis, Analysis of bounds for multilinear functions, J GLOB OPT, 19(4), 2001, pp. 403-424
Citations number
18
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
19
Issue
4
Year of publication
2001
Pages
403 - 424
Database
ISI
SICI code
0925-5001(200104)19:4<403:AOBFMF>2.0.ZU;2-J
Abstract
We analyze four bounding schemes for multilinear functions and theoreticall y compare their tightness. We prove that one of the four schemes provides t he convex envelope and that two schemes provide the concave envelope for th e product of p variables over R-+(p).