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 language | English |
---|---|
Pages (from-to) | 95-123 |
Number of pages | 29 |
Journal | Journal of Global Optimization |
Volume | 68 |
Issue number | 1 |
DOIs | |
State | Published - 01 05 2017 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2016, Springer Science+Business Media New York.
Keywords
- Free-sign variables
- Generalized geometric programming
- Global optimization
- Linearization
- Pure discrete signomial