Global optimization of disjunctive programs

被引:0
作者
Peter Kirst
Fabian Rigterink
Oliver Stein
机构
[1] Karlsruhe Institute of Technology,Institute of Operations Research
[2] The University of Newcastle,School of Mathematical and Physical Sciences
来源
Journal of Global Optimization | 2017年 / 69卷
关键词
Global optimization; Disjunctive programming; Generalized disjunctive programming; Branch-and-bound; 90C26; 90C30;
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学科分类号
摘要
We propose a new branch-and-bound framework for global optimization of disjunctive programs with general logical expressions. We do not assume the logical expressions to be in any normal form, and, under slightly stronger assumptions, we allow the use of negations and implications. In contrast to the widely used reformulation as a mixed-integer program, we compute the lower bounds and evaluate the logical expression in one step. Thus, we reduce the size of the problem and work exclusively with continuous variables, which is computationally advantageous. We present preliminary numerical results as proof of concept.
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页码:283 / 307
页数:24
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