Global optimization of multi-parametric MILP problems

被引：16

作者：

Faisca, N. P. ^{[1
]}

Kosmidis, V. D. ^{[2
]}

Rustem, B. ^{[1
]}

Pistikopoulos, E. N. ^{[1
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Ctr Proc Syst Engn, London SW7 2AZ, England

[2] EDF Trading Markets Ltd, London WC1V 6ED, England

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2009年 / 45卷 / 01期

基金：

英国工程与自然科学研究理事会;

关键词：

Multi-parametric mixed-integer linear programming; Global optimization; MULTIPARAMETRIC PROGRAMMING APPROACH; DIFFERENTIABLE CONSTRAINED NLPS; ALPHA-BB; ALGORITHM; CONTROLLERS; FRAMEWORK; DESIGN;

D O I：

10.1007/s10898-008-9398-3

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, we present a novel global optimisation approach for the general solution of multi-parametric mixed integer linear programs (mp-MILPs). We describe an optimisation procedure which iterates between a (master) mixed integer nonlinear program and a (slave) multi-parametric program. Moreover, we explain how to overcome the presence of bilinearities, responsible for the non-convexity of the multi-parametric program, in two classes of mp-MILPs, with (i) varying parameters in the objective function and (ii) simultaneous presence of varying parameters in the objective function and the right-hand side of the constraints. Examples are provided to illustrate the solution steps.

引用

页码：131 / 151

页数：21

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