Global Optimization of Nonconvex Polynomial Programming Problems HavingRational Exponents

  • Authors:
  • Hanif D. Sherali

  • Affiliations:
  • Department of Industrial and Systems Engineering, Virginia Polytechnic Institute and State University, Blacksburg, VA 24061-0118, U.S.A.

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1998

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Abstract

This paper considers the solution of nonconvex polynomial programmingproblems that arise in various engineering design, network distribution, andlocation-allocation contexts. These problems generally have nonconvexpolynomial objective functions and constraints, involving terms ofmixed-sign coefficients (as in signomial geometric programs) that haverational exponents on variables. For such problems, we develop an extensionof the Reformulation-Linearization Technique (RLT) to generate linearprogramming relaxations that are embedded within a branch-and-boundalgorithm. Suitable branching or partitioning strategies are designed forwhich convergence to a global optimal solution is established. The procedureis illustrated using a numerical example, and several possible extensionsand algorithmic enhancements are discussed.