標題: | An enhanced logarithmic method for signomial programming with discrete variables |
作者: | Li, Han-Lin Fang, Shu-Cherng Huang, Yao-Huei Nie, Tiantian 資訊管理與財務金融系 註:原資管所+財金所 Department of Information Management and Finance |
關鍵字: | Signomial programming;Mixed 0-1 linear programming;Linearization technique |
公開日期: | 16-十二月-2016 |
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. (C) 2016 Elsevier B.V. All rights reserved. |
URI: | http://dx.doi.org/10.1016/j.ejor.2016.05.063 http://hdl.handle.net/11536/134049 |
ISSN: | 0377-2217 |
DOI: | 10.1016/j.ejor.2016.05.063 |
期刊: | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH |
Volume: | 255 |
Issue: | 3 |
起始頁: | 922 |
結束頁: | 934 |
顯示於類別: | 期刊論文 |