Concave envelopes of monomial functions over rectangles

Harold P. Benson

Naval Research Logistics (NRL), 2004, vol. 51, issue 4, 467-476

Abstract: The construction of convex and concave envelopes of real‐valued functions has been of interest in mathematical programming for over 3 decades. Much of this interest stems from the fact that convex and concave envelopes can play important roles in algorithms for solving various discrete and continuous global optimization problems. In this article, we use a simplicial subdivision tool to present and validate the formula for the concave envelope of a monomial function over a rectangle. Potential algorithmic applications of this formula are briefly indicated. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:51:y:2004:i:4:p:467-476

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