Loading...
Publication
Multi-parametric disaggregation technique for global optimization of polynomial programming problems
| Name: | Description: | Size: | Format: | |
|---|---|---|---|---|
| 93.53 KB | Adobe PDF |
Advisor(s)
Abstract(s)
This paper discusses a power-based transformation technique that is especially useful when solving polynomial optimization problems, frequently occurring in science and engineering. The polynomial nonlinear problem is primarily transformed into a suitable reformulated problem containing new sets of discrete and continuous variables. By applying a term-wise disaggregation scheme combined with multi-parametric elements, an upper/lower bounding mixed-integer linear program can be
derived for minimization/maximization problems. It can then be solved to global optimality through standard methods, with the original problem being approximated to a
certain precision level, which can be as tight as desired. Furthermore, this technique can also be applied to signomial problems with rational exponents, after a few effortless algebraic transformations. Numerical examples taken from the literature are used to illustrate the effectiveness of the proposed approach.
Description
Keywords
Polynomial Signomial Optimization Mixed-integer linear programming Parameterization
Citation
Teles, J.P.; Castro, P.M.; Matos, H.A. Multi-parametric disaggregation technique for global optimization of polynomial programming problems. In: Journal of Global Optimization, 2013, Vol. 55, nº 2, p. 227-251