標題: | Global Optimization for Generalized Geometric Programs with Mixed Free-Sign Variables |
作者: | Li, Han-Lin Lu, Hao-Chun 資訊管理與財務金融系 註:原資管所+財金所 Department of Information Management and Finance |
公開日期: | 1-五月-2009 |
摘要: | Many optimization problems are formulated as generalized geometric programming (GGP) containing signomial terms f(X) . g(Y), where X and Y are continuous and discrete free-sign vectors, respectively. By effectively convexifying f(X) and linearizing g(Y), this study globally solves a GGP with a lower number of binary variables than are used in current GGP methods. Numerical experiments demonstrate the computational efficiency of the proposed method. |
URI: | http://dx.doi.org/10.1287/opre.1080.0586 http://hdl.handle.net/11536/7265 |
ISSN: | 0030-364X |
DOI: | 10.1287/opre.1080.0586 |
期刊: | OPERATIONS RESEARCH |
Volume: | 57 |
Issue: | 3 |
起始頁: | 701 |
結束頁: | 713 |
顯示於類別: | 期刊論文 |