Relaxations of factorable functions with convex-transformable intermediates

被引:13
作者
Khajavirad, Aida [1 ]
Michalek, Jeremy J. [2 ,3 ]
Sahinidis, Nikolaos V. [4 ]
机构
[1] IBM TJ Watson Res Ctr, Yorktown Hts, NY USA
[2] Carnegie Mellon Univ, Dept Mech Engn, Pittsburgh, PA 15213 USA
[3] Carnegie Mellon Univ, Dept Engn & Publ Policy, Pittsburgh, PA 15213 USA
[4] Carnegie Mellon Univ, Dept Chem Engn, Pittsburgh, PA 15213 USA
基金
美国国家科学基金会;
关键词
Convexification; Generalized convexity; Factorable programming; G-convex functions; Global optimization; GLOBAL OPTIMIZATION; CONCAVE FUNCTIONS; ENVELOPES; PROGRAMS; NONCONVEX; UNDERESTIMATION;
D O I
10.1007/s10107-012-0618-8
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We propose to strengthen standard factorable relaxations of global optimization problems through the use of functional transformations of intermediate expressions. In particular, we exploit convex transformability of the component functions of factorable programs as a tool in the generation of bounds. We define suitable forms of transforming functions and assess, theoretically and computationally, the sharpness of the resulting relaxations in comparison to existing schemes.
引用
收藏
页码:107 / 140
页数:34
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