A Framework for Globally Optimizing Mixed-Integer Signomial Programs
File(s)MisenerFloudas_MISO_JOTA.pdf (1.05 MB)
Accepted version
Author(s)
Misener, R
Floudas, CA
Type
Journal Article
Abstract
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 ε-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. © 2013 Springer Science+Business Media New York.
Date Issued
2014-06
Date Acceptance
2013-08-06
Citation
Journal of Optimization Theory and Applications, 2014, 161 (3), pp.905-932
ISSN
0022-3239
Start Page
905
End Page
932
Journal / Book Title
Journal of Optimization Theory and Applications
Volume
161
Issue
3
Copyright Statement
© Springer Science+Business Media New York 2013. The final publication is available at link.springer.com
Description
16.09.14 KB. OK to add accepted version to spiral, 12 month embargo expired (10 Sept 2014)
Publication Status
Published
Date Publish Online
2013-09-10