Global optimization of disjunctive programs

Peter Kirst (), Fabian Rigterink () and Oliver Stein ()
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Peter Kirst: Karlsruhe Institute of Technology
Fabian Rigterink: The University of Newcastle
Oliver Stein: Karlsruhe Institute of Technology

Journal of Global Optimization, 2017, vol. 69, issue 2, No 1, 283-307

Abstract: Abstract We propose a new branch-and-bound framework for global optimization of disjunctive programs with general logical expressions. We do not assume the logical expressions to be in any normal form, and, under slightly stronger assumptions, we allow the use of negations and implications. In contrast to the widely used reformulation as a mixed-integer program, we compute the lower bounds and evaluate the logical expression in one step. Thus, we reduce the size of the problem and work exclusively with continuous variables, which is computationally advantageous. We present preliminary numerical results as proof of concept.

Keywords: Global optimization; Disjunctive programming; Generalized disjunctive programming; Branch-and-bound; 90C26; 90C30 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-017-0526-9

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