Global solution of optimization problems with signomial parts

被引:41
|
作者
Porn, Ray [2 ]
Bjork, Kaj-Mikael [1 ]
Westerlund, Tapio [3 ]
机构
[1] Abo Akad Univ, IAMSR, FIN-20540 Turku, Finland
[2] Swedish Polytechn, Sector Technol & Commun, FIN-65201 Vaasa, Finland
[3] Abo Akad Univ, Proc Design Lab, FIN-20500 Turku, Finland
关键词
convexification; global optimization; mixed integer nonlinear programming; signomials; variable transformations;
D O I
10.1016/j.disopt.2007.11.005
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper a new approach for the global solution of nonconvex MINLP (Mixed Integer NonLinear Programming) problems that contain signomial (generalized geometric) expressions is proposed and illustrated. By applying different variable transformation techniques and a discretization scheme a lower bounding convex MINLP problem can be derived. The convexified MINLP problem can be solved with standard methods. The key element in this approach is that all transformations are applied termwise. In this way all convex parts of the problem are left unaffected by the transformations. The method is illustrated by four example problems. (C) 2007 Elsevier B.V. All rights reserved.
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页码:108 / 120
页数:13
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