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