Abstract
We consider the problem of constructing the convex envelope of a lower semi-continuous function defined over a compact convex set. We formulate the envelope representation problem as a convex optimization problem for functions whose generating sets consist of finitely many compact convex sets. In particular, we consider nonnegative functions that are products of convex and component-wise concave functions and derive closed-form expressions for the convex envelopes of a wide class of such functions. Several examples demonstrate that these envelopes reduce significantly the relaxation gaps of widely used factorable relaxation techniques.
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