On the mixed integer signomial programming problems

被引:3
作者
Chang, CT [1 ]
机构
[1] Changhua Univ Educ, Dept Informat Management, Changhua 50058, Taiwan
关键词
piecewise linear function; signomial programming; linearization technique;
D O I
10.1016/j.amc.2005.01.034
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper proposes an approximate method to solve the mixed integer signomial programming problem, for which the objective function and the constraints may contain product terms with exponents and decision variables, which Could be continuous or integral. A linear programming relaxation is derived for the problem based on piecewise linearization techniques, which first convert a signomial term into the sum of absolute terms; these absolute terms are then linearized by linearization strategies. In addition, a novel approach is included for solving integer and undefined problems in the logarithmic piecewise technique, which leads to more usefulness of the proposed method. The proposed method could reach a solution as close as possible to the global optimum. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码:1436 / 1451
页数:16
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