Convex envelopes of products of convex and component-wise concave functions |
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Authors: | Aida Khajavirad Nikolaos V. Sahinidis |
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Affiliation: | (1) Krannert School of Management, Purdue University, West Lafayette, IN, 47907-1310;(2) School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA, 30332;(3) Department of Chemical and Biomolecular Engineering, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, IL, 61801 |
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Abstract: | In this paper, we consider functions of the form f(x,y)=f(x)g(y){phi(x,y)=f(x)g(y)} over a box, where f(x), x ? mathbb R{f(x), xin {mathbb R}} is a nonnegative monotone convex function with a power or an exponential form, and g(y), y ? mathbb Rn{g(y), yin {mathbb 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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