An enhanced logarithmic method for signomial programming with discrete variables

Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang and Tiantian Nie

European Journal of Operational Research, 2016, vol. 255, issue 3, 922-934

Abstract: 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.

Keywords: Signomial programming; Mixed 0-1 linear programming; Linearization technique (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:255:y:2016:i:3:p:922-934

DOI: 10.1016/j.ejor.2016.05.063

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