Global Optimization for Generalized Geometric Programs with Mixed Free-Sign Variables

  • Authors:
  • Han-Lin Li;Hao-Chun Lu

  • Affiliations:
  • Institute of Information Management, National Chiao Tung University, Taiwan, Republic of China;Institute of Information Management, National Chiao Tung University, Taiwan, Republic of China

  • Venue:
  • Operations Research
  • Year:
  • 2009

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Abstract

Many optimization problems are formulated as generalized geometric programming (GGP) containing signomial terms f(X)·g(Y), where X and Y are continuous and discrete free-sign vectors, respectively. By effectively convexifying f(X) and linearizing g(Y), this study globally solves a GGP with a lower number of binary variables than are used in current GGP methods. Numerical experiments demonstrate the computational efficiency of the proposed method.