Relaxations of factorable functions with convex-transformable intermediates (Q2452375): Difference between revisions

From the authors' conclusions: ``We study convex-transformable functions, an important class of generalized convex functions. We propose a new method to outer-approximate such functions and apply it to a number of important functional forms including signomials, products and ratios of convex and/or concave functions, and log-concave functions. In all instances, the transformation relaxations are shown to be considerably tighter than a widely used factorable scheme. Via an integrated factorable framework, we show that exploiting the convex transformability of sub-expressions of a nonconvex function leads to factorable decompositions that often provide stronger relaxations than a standard approach. This work can be considered as a step towards bridging the gap between generalized convexity and global optimization.''