4.5 Article

Analysis of bounds for multilinear functions

期刊

JOURNAL OF GLOBAL OPTIMIZATION
卷 19, 期 4, 页码 403-424

出版社

KLUWER ACADEMIC PUBL
DOI: 10.1023/A:1011295715398

关键词

convex envelopes; multiplicative programs; arithmetic intervals

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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).

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