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Analysis of Bounds for Multilinear Functions |
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| Authors: | Hong Seo Ryoo Nikolaos V. Sahinidis |
| Affiliation: | (1) Department of Mechanical Engineering, University of Illinois at Chicago, 842 W. Taylor Street, Chicago, Illinois 60607, USA;(2) Department of Chemical Engineering, University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, Illinois 61801, USA |
| 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  . |
| Keywords: | Convex envelopes Multiplicative programs Arithmetic intervals |
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