Convex Relaxations of Multi-variate Composite Functions
Angelos Tsoukalasa and Alexander Mitsosa, b,∗ aDepartment of Mechanical Engineering, Massachusetts Institute of Technology, Cambridge, MA, bAVT Process Systems Engineering (SVT), RWTH Aachen University, Turmstrasse 46, Aachen, 52064, Germany, Aachen University, email@example.com
McCormick [Math. Progr. 1976] provided the framework for the computation of convex relaxations of composite functions g=F(f(z)) with F a univariate function. Given a convex relaxation of F, Fcv and convex and concave relaxations of f, fcv and fcc respectively, McCormick calculates the convex relaxation of g, as
This allows the relaxation of so-called factorable functions. We discuss the construction ...