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A convex envelope formula for multilinear functions. (English) Zbl 0881.90099
Summary: Convex envelopes of multilinear functions on a unit hypercube are polyhedral. This well-known fact makes the convex envelope approximation very useful in the linearization of nonlinear 0-1 programming problems and in global bilinear optimization. This paper presents necessary and sufficient conditions for a convex envelope to be a polyhedral function and illustrates how these conditions may be used in constructing of convex envelopes. The main result of the paper is a simple analytical formula, which defines some faces of the convex envelope of a multilinear function. This formula proves to be a generalization of the well known convex envelope formula for multilinear monomial functions.

MSC:
90C09 Boolean programming
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