TY - JOUR
T1 - Convex relaxation for solving posynomial programs
AU - Lu, Hao Chun
AU - Li, Han Lin
AU - Gounaris, Chrysanthos E.
AU - Floudas, Christodoulos A.
PY - 2010/1
Y1 - 2010/1
N2 - Convex underestimation techniques for nonlinear functions are an essential part of global optimization. These techniques usually involve the addition of new variables and constraints. In the case of posynomial functions x 1α1 x2α2 ⋯ x nαn logarithmic transformations (Maranas and Floudas, Comput. Chem. Eng. 21:351-370, 1997) are typically used. This study develops an effective method for finding a tight relaxation of a posynomial function by introducing variables y j and positive parameters β j, for all α j > 0, such that yj =xj-βj. By specifying β j carefully, we can find a tighter underestimation than the current methods.
AB - Convex underestimation techniques for nonlinear functions are an essential part of global optimization. These techniques usually involve the addition of new variables and constraints. In the case of posynomial functions x 1α1 x2α2 ⋯ x nαn logarithmic transformations (Maranas and Floudas, Comput. Chem. Eng. 21:351-370, 1997) are typically used. This study develops an effective method for finding a tight relaxation of a posynomial function by introducing variables y j and positive parameters β j, for all α j > 0, such that yj =xj-βj. By specifying β j carefully, we can find a tighter underestimation than the current methods.
KW - Convex underestimation
KW - Posynomial functions
UR - http://www.scopus.com/inward/record.url?scp=72449165495&partnerID=8YFLogxK
U2 - 10.1007/s10898-009-9414-2
DO - 10.1007/s10898-009-9414-2
M3 - 文章
AN - SCOPUS:72449165495
SN - 0925-5001
VL - 46
SP - 147
EP - 154
JO - Journal of Global Optimization
JF - Journal of Global Optimization
IS - 1
ER -