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 \(\mathbb{R}_{^ + }^p \).
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Ryoo, H.S., Sahinidis, N.V. Analysis of Bounds for Multilinear Functions. Journal of Global Optimization 19, 403–424 (2001). https://doi.org/10.1023/A:1011295715398
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DOI: https://doi.org/10.1023/A:1011295715398