A Framework for Globally Optimizing Mixed-Integer Signomial Programs

作者：Misener Ruth; Floudas Christodoulos A^*

来源：Journal of Optimization Theory and Applications, 2014, 161(3): 905-932.

DOI：10.1007/s10957-013-0396-3

• Mixed-integer signomial optimization
• Global optimization
• Numerical optimization software

Mixed-integer signomial optimization problems have broad applicability in engineering. Extending the Global Mixed-Integer Quadratic Optimizer, GloMIQO (Misener, Floudas in J. Glob. Optim., 2012. doi:10.1007/s10898-012-9874-7), this manuscript documents a computational framework for deterministically addressing mixed-integer signomial optimization problems to epsilon-global optimality. This framework generalizes the GloMIQO strategies of (1) reformulating user input, (2) detecting special mathematical structure, and (3) globally optimizing the mixed-integer nonconvex program. Novel contributions of this paper include: flattening an expression tree towards term-based data structures; introducing additional nonconvex terms to interlink expressions; integrating a dynamic implementation of the reformulation-linearization technique into the branch-and-cut tree; designing term-based underestimators that specialize relaxation strategies according to variable bounds in the current tree node. Computational results are presented along with comparison of the computational framework to several state-of-the-art solvers.

• 出版日期2014-6