An Accelerated Extended Cutting Plane Approach With Piecewise Linear Approximations For Signomial Geometric Programming

Keywords

Accelerated extended cutting plane; Mixed-integer linear programming; Piecewise linear approximation; Signomial geometric programming

Abstract

This paper presents a global optimization approach for solving signomial geometric programming (SGP) problems. We employ an accelerated extended cutting plane (ECP) approach integrated with piecewise linear (PWL) approximations to solve the global optimization of SGP problems. In this approach, we separate the feasible regions determined by the constraints into convex and nonconvex ones in the logarithmic domain. In the nonconvex feasible regions, the corresponding constraint functions are converted into mixed integer linear constraints using PWL approximations, while the other constraints with convex feasible regions are handled by the ECP method. We also use pre-processed initial cuts and batched cuts to accelerate the proposed algorithm. Numerical results show that the proposed approach can solve the global optimization of SGP problems efficiently and effectively.

Publication Date

3-1-2018

Publication Title

Journal of Global Optimization

Volume

70

Issue

3

Number of Pages

579-599

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/s10898-017-0563-4

Socpus ID

85028981248 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/85028981248

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