Convexification of different classes of non-convex MINLP problems

被引:66
作者
Pörn, R
Harjunkoski, I
Westerlund, T
机构
[1] Abo Akad Univ, Dept Math, FIN-20500 Turku, Finland
[2] Abo Akad Univ, Proc Design Lab, FIN-20500 Turku, Finland
关键词
binomials; convexification; discrete and integer variables; mixed integer non-linear programming; optimization; posynomials;
D O I
10.1016/S0098-1354(98)00305-6
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In the present paper, convexification strategies for certain kinds of discrete and integer non-convex optimization problems are introduced and discussed. We show how to solve problems with both posynomial and negative binomial terms in the constraints. The convexification technique may in some cases be generalized to include continuous variables. Posynomial functions are non-convex and for such functions no straightforward methods for finding the optimal solution exist. Such functions appear frequently in different kinds of chemical engineering problems. The different transformation techniques are illustrated in the form of short examples. The techniques are finally applied to a large, bilinear, trim loss problem regularly encountered at paper-converting mills. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:439 / 448
页数:10
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