Skip to main content
Log in

Convex envelope of bivariate cubic functions over rectangular regions

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

In recent years many papers have derived polyhedral and non-polyhedral convex envelopes for different classes of functions. Except for the univariate cases, all these classes of functions share the property that the generating set of their convex envelope is a subset of the border of the region over which the envelope is computed. In this paper we derive the convex envelope over a rectangular region for a class of functions which does not have this property, namely the class of bivariate cubic functions without univariate third-degree terms.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8

Similar content being viewed by others

References

  1. Ballerstein, M., Michaels, D.: Extended formulations for convex envelopes. J. Glob. Optim. 60, 217–238 (2014)

    Article  MathSciNet  Google Scholar 

  2. Gounaris, C., Floudas, C.A.: Tight convex underestimators for \(C^2\)-continuous problems: I. Univariate functions. J. Glob. Optim. 42, 51–67 (2008)

    Article  Google Scholar 

  3. Jach, M., Michaels, D., Weismantel, R.: The convex envelope of \((n-1)\)-convex functions. SIAM J. Optim. 19(3), 1451–1466 (2008)

    Article  MathSciNet  Google Scholar 

  4. Khajavirad, A., Sahinidis, N.V.: Convex envelopes of products of convex and component-wise concave functions. J. Glob. Optim. 52, 391–409 (2012)

    Article  MathSciNet  Google Scholar 

  5. Khajavirad, A., Sahinidis, N.V.: Convex envelopes generated from finitely many compact convex sets. Math. Program. 137, 371–408 (2013)

    Article  MathSciNet  Google Scholar 

  6. Liberti, L., Pantelides, C.C.: Convex envelopes of monomials of odd degree. J. Glob. Optim. 25, 157–168 (2003)

    Article  MathSciNet  Google Scholar 

  7. Laraki, R., Lasserre, J.B.: Computing uniform convex approximations for convex envelopes and convex hulls. J. Convex Anal. 15(3), 635–654 (2008)

    MathSciNet  MATH  Google Scholar 

  8. Locatelli, M.: Convex envelopes of bivariate functions through the solution of KKT systems. J. Glob. Optim. 72(2), 277–303 (2018)

    Article  MathSciNet  Google Scholar 

  9. Locatelli, M.: Non polyhedral convex envelopes for 1-convex functions. J. Glob. Optim. 65(4), 637–655 (2016)

    Article  MathSciNet  Google Scholar 

  10. McCormick, G.P.: Computability of global solutions to factorable nonconvex programs. I. Convex underestimating problems. Math. Program. 10, 147–175 (1976)

    Article  MathSciNet  Google Scholar 

  11. Meyer, C.A., Floudas, C.A.: Convex envelopes for edge-concave functions. Math. Program. 103, 207–224 (2005)

    Article  MathSciNet  Google Scholar 

  12. Misener, R., Floudas, C.A.: Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations. Math. Program. 136(1), 155–182 (2012)

    Article  MathSciNet  Google Scholar 

  13. Rikun, A.: A convex envelope formula for multilinear functions. J. Glob. Optim. 10, 425–437 (1997)

    Article  MathSciNet  Google Scholar 

  14. Scott, J.K., Stuber, M.D., Barton, P.I.: Generalized McCormick relaxations. J. Glob. Optim. 51, 569–606 (2011)

    Article  MathSciNet  Google Scholar 

  15. Tawarmalani, M., Sahinidis, N.V.: Semidefinite relaxations of fractional programs via novel convexification techniques. J. Glob. Optim. 20, 137–158 (2001)

    Article  MathSciNet  Google Scholar 

  16. Tardella, F.: On the existence of polyhedral convex envelopes. In: Floudas, C.A., Pardalos, P.M. (eds.) Frontiers in Global Optimization, pp. 563–574. Kluwer, Dordrecht (2003)

    Google Scholar 

  17. Tardella, F.: Existence and sum decomposition of vertex polyhedral convex envelopes. Optim. Lett. 2, 363–375 (2008)

    Article  MathSciNet  Google Scholar 

  18. Tawarmalani, M., Richard, J.-P.P., Xiong, C.: Explicit convex and concave envelopes through polyhedral subdivisions. Math. Program. 138, 531–577 (2013)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The author is extremely grateful to an anonymous reviewer for his/her careful reading and for the very detailed comments, which considerably helped to improve the paper with respect to its original version.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Marco Locatelli.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Locatelli, M. Convex envelope of bivariate cubic functions over rectangular regions. J Glob Optim 76, 1–24 (2020). https://doi.org/10.1007/s10898-019-00846-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-019-00846-2

Keywords

Navigation