Multivariate McCormick relaxations
McCormick (Math Prog 10(1):147–175, 1976) provides the framework for convex/concave relaxations of factorable functions, via rules for the product of functions and compositions of the form F ∘ f, where F is a univariate function. Herein, the composition theorem is generalized to allow multivariate...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2016
|
| Online Access: | http://hdl.handle.net/1721.1/103338 |