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Consider any vector <math>\bold{x}=\{x_1,x_2,\ldots,x_n\}</math> such that each <math>0\leq x_i\leq 1</math>. Then the multilinear extension is defined as <math>F(\bold{x})=\sum_{S\subseteq \Omega} f(S) \prod_{i\in S} x_i \prod_{i\notin S} (1-x_i)</math>
===Convex Closure===
Consider any vector <math>\bold{x}=\{x_1,x_2,\dots,x_n\}</math> such that each <math>0\leq x_i\leq 1</math>. Then the convex closure is defined as <math>f^-(\bold{x})=\min(\sum_S \alpha_S f(S):\sum_S \alpha_S 1_S=\bold{x},\sum_S \alpha_S=1,\alpha_S\geq 0)</math>. It can be shown that <math>f^L(\bold{x})=f^-(\bold{x})</math>
===Concave Closure===
Consider any vector <math>\bold{x}=\{x_1,x_2,\dots,x_n\}</math> such that each <math>0\leq x_i\leq 1</math>. Then the convex closure is defined as <math>f^+(\bold{x})=max(\sum_S \alpha_S f(S):\sum_S \alpha_S 1_S=\bold{x},\sum_S \alpha_S=1,\alpha_S\geq 0)</math>.
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