標題: | Convex relaxation for solving posynomial programs |
作者: | Lu, Hao-Chun Li, Han-Lin Gounaris, Chrysanthos E. Floudas, Christodoulos A. 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: | Convex underestimation;Posynomial functions |
公開日期: | 1-Jan-2010 |
摘要: | Convex underestimation techniques for nonlinear functions are an essential part of global optimization. These techniques usually involve the addition of new variables and constraints. In the case of posynomial functions x(1)(alpha 1)x(2)(alpha 2) ... x(n)(alpha n), logarithmic transformations (Maranas and Floudas, Comput. Chem. Eng. 21: 351-370, 1997) are typically used. This study develops an effective method for finding a tight relaxation of a posynomial function by introducing variables y(j) and positive parameters beta(j), for all alpha(j) > 0, such that y(j) = x(j)(-beta j). By specifying beta(j) carefully, we can find a tighter underestimation than the current methods. |
URI: | http://dx.doi.org/10.1007/s10898-009-9414-2 http://hdl.handle.net/11536/6072 |
ISSN: | 0925-5001 |
DOI: | 10.1007/s10898-009-9414-2 |
期刊: | JOURNAL OF GLOBAL OPTIMIZATION |
Volume: | 46 |
Issue: | 1 |
起始頁: | 147 |
結束頁: | 154 |
Appears in Collections: | Articles |
Files in This Item:
If it is a zip file, please download the file and unzip it, then open index.html in a browser to view the full text content.