Improved logarithmic linearizing method for optimization problems with free-sign pure discrete signomial terms

Hao Chun Lu*

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

2 Scopus citations

Abstract

Free-sign pure discrete signomial (FPDS) terms are vital to and are frequently observed in many nonlinear programming problems, such as geometric programming, generalized geometric programming, and mixed-integer non-linear programming problems. In this study, all variables in the FPDS term are discrete variables. Any improvement to techniques for linearizing FPDS term contributes significantly to the solving of nonlinear programming problems; therefore, relative techniques have continually been developed. This study develops an improved exact method to linearize a FPDS term into a set of linear programs with minimal logarithmic numbers of zero-one variables and constraints. This method is tighter than current methods. Various numerical experiments demonstrate that the proposed method is significantly more efficient than current methods, especially when the problem scale is large.

Original languageEnglish
Pages (from-to)95-123
Number of pages29
JournalJournal of Global Optimization
Volume68
Issue number1
DOIs
StatePublished - 01 05 2017
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2016, Springer Science+Business Media New York.

Keywords

  • Free-sign variables
  • Generalized geometric programming
  • Global optimization
  • Linearization
  • Pure discrete signomial

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