Global optimization of disjunctive programs
Global optimization of disjunctive programs
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DOI：
10.1007/s10898-017-0526-9
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发表时间：
2017-04
影响因子：
1.8
通讯作者：
Peter Kirst;F. Rigterink;O. Stein
中科院分区：
文献类型：
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作者：
Peter Kirst;F. Rigterink;O. Stein
针对具有一般逻辑表达式的析取程序的全局优化问题，提出了一种新的分枝定界框架。我们不假设逻辑表达式是任何范式，并且，在稍微更强的假设下，我们允许使用否定和暗示。与广泛使用的混合整数规划改写不同，我们一步计算下界并计算逻辑表达式。因此，我们减小了问题的规模，只处理连续变量，这在计算上是有利的。我们给出了初步的数值结果作为概念的证明。
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.