Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 52, Issue 3, Pages 391-409Publisher
SPRINGER
DOI: 10.1007/s10898-011-9747-5
Keywords
Convex envelope; Global optimization; Factorable programming; Submodular functions
Funding
- National Science Foundation [CMII-1030168]
- Div Of Civil, Mechanical, & Manufact Inn
- Directorate For Engineering [1030168] Funding Source: National Science Foundation
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In this paper, we consider functions of the form phi(x, y) = f (x)g(y) over a box, where f (x), x is an element of R-n is a nonnegative monotone convex function with a power or an exponential form, and g(y), y is an element of R-n is a component-wise concave function which changes sign over the vertices of its domain. We derive closed-form expressions for convex envelopes of various functions in this category. We demonstrate via numerical examples that the proposed envelopes are significantly tighter than popular factorable programming relaxations.
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