Global Optimization of 0-1 Hyperbolic Programs

  • Authors:
  • Mohit Tawarmalani; Shabbir Ahmed;Nikolaos V. Sahinidis

  • Affiliations:
  • Krannert School of Management, Purdue University, West Lafayette, IN 47907-1310, USA.;School of Industrial & Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA 30332, USA.;Department of Chemical Engineering, The University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, IL 61801, USA. e-mail: The research was supported in part by NSF awards DMII 9 ...

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2002

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Abstract

We develop eight different mixed-integer convex programming reformulations of 0-1 hyperbolic programs. We obtain analytical results on the relative tightness of these formulations and propose a branch and bound algorithm for 0-1 hyperbolic programs. The main feature of the algorithm is that it reformulates the problem at every node of the search tree. We demonstrate that this algorithm has a superior convergence behavior than directly solving the relaxation derived at the root node. The algorithm is used to solve a discrete ip-choice facility location problem for locating ten restaurants in the city of Edmonton.