An enhanced logarithmic method for signomial programming with discrete variables

作者:Li, Han-Lin; Fang, Shu-Cherng; Huang, Yao-Huei*; Nie, Tiantian
来源:European Journal of Operational Research, 2016, 255(3): 922-934.
DOI:10.1016/j.ejor.2016.05.063

摘要

Signomial programming problems with discrete variables (SPD) appear widely in real-life applications, but they are hard to solve. This paper proposes an enhanced logarithmic method to reformulate the SPD problem as a mixed 0-1 linear program (MILP) with a minimum number of binary variables and inequality constraints. Both of the theoretical analysis and numerical results strongly support its superior performance to other state-of-the-art linearization methods. We also extend the proposed method to linearize some more complicated problems involving product and fractional terms in discrete and continuous variables.