Relaxations of factorable functions with convex-transformable intermediates (Q2452375)
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English | Relaxations of factorable functions with convex-transformable intermediates |
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Relaxations of factorable functions with convex-transformable intermediates (English)
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2 June 2014
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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.''
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convexification
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generalized convexity
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factorable programming
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\(G\)-convex functions
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global optimization
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