Ballerstein, Martin; Michaels, Dennis - In: Journal of Global Optimization 60 (2014) 2, pp. 217-238
In this work we derive explicit descriptions for the convex envelope of nonlinear functions that are component-wise concave on a subset of the variables and convex on the other variables. These functions account for more than 30 % of all nonlinearities in common benchmark libraries. To overcome...