Some transformation techniques with applications in global optimization

被引:53
作者
Lundell, Andreas [1 ]
Westerlund, Joakim [1 ]
Westerlund, Tapio [1 ]
机构
[1] Abo Akad Univ, Proc Design Lab, SF-20500 Turku, Finland
关键词
Transformation and convexification techniques; Signomial functions; Global optimization; Mixed integer non-linear programming;
D O I
10.1007/s10898-007-9223-4
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 some transformation techniques, based on power transformations, are discussed. The techniques can be applied to solve optimization problems including signomial functions to global optimality. Signomial terms can always be convexified and underestimated using power transformations on the individual variables in the terms. However, often not all variables need to be transformed. A method for minimizing the number of original variables involved in the transformations is, therefore, presented. In order to illustrate how the given method can be integrated into the transformation framework, some mixed integer optimization problems including signomial functions are finally solved to global optimality using the given techniques.
引用
收藏
页码:391 / 405
页数:15
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