Global optimization of signomial mixed-integer nonlinear programming problems with free variables

  • Authors:

  • Jung-Fa Tsai;Ming-Hua Lin

  • Affiliations:

  • Department of Business Management, National Taipei University of Technology, Taipei, Taiwan 10608;Department of Information Management, Shih Chien University, Taipei, Taiwan 10462

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2008

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Abstract

Mixed-integer nonlinear programming (MINLP) problems involving general constraints and objective functions with continuous and integer variables occur frequently in engineering design, chemical process industry and management. Although many optimization approaches have been developed for MINLP problems, these methods can only handle signomial terms with positive variables or find a local solution. Therefore, this study proposes a novel method for solving a signomial MINLP problem with free variables to obtain a global optimal solution. The signomial MINLP problem is first transformed into another one containing only positive variables. Then the transformed problem is reformulated as a convex mixed-integer program by the convexification strategies and piecewise linearization techniques. A global optimum of the signomial MINLP problem can finally be found within the tolerable error. Numerical examples are also presented to demonstrate the effectiveness of the proposed method.