An accelerated extended cutting plane approach with piecewise linear approximations for signomial geometric programming

Yiduo Zhan (), Qipeng P. Zheng (), Chung-Li Tseng () and Eduardo L. Pasiliao ()
Additional contact information
Yiduo Zhan: University of Central Florida
Qipeng P. Zheng: University of Central Florida
Chung-Li Tseng: UNSW
Eduardo L. Pasiliao: Air Force Research Laboratory

Journal of Global Optimization, 2018, vol. 70, issue 3, No 4, 579-599

Abstract: Abstract This paper presents a global optimization approach for solving signomial geometric programming (SGP) problems. We employ an accelerated extended cutting plane (ECP) approach integrated with piecewise linear (PWL) approximations to solve the global optimization of SGP problems. In this approach, we separate the feasible regions determined by the constraints into convex and nonconvex ones in the logarithmic domain. In the nonconvex feasible regions, the corresponding constraint functions are converted into mixed integer linear constraints using PWL approximations, while the other constraints with convex feasible regions are handled by the ECP method. We also use pre-processed initial cuts and batched cuts to accelerate the proposed algorithm. Numerical results show that the proposed approach can solve the global optimization of SGP problems efficiently and effectively.

Keywords: Signomial geometric programming; Piecewise linear approximation; Mixed-integer linear programming; Accelerated extended cutting plane (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10898-017-0563-4

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