Global Optimization of 0-1 Hyperbolic Programs

Global Optimization of 0-1 Hyperbolic Programs
复制标题

0-1双曲规划的全局优化

DOI:
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发表时间:
2002
影响因子:
1.8
通讯作者:
N. Sahinidis
N. Sahinidis
中科院分区:
数学3区
文献类型:
--
作者:
Mohit Tawarmalani;Shabbir Ahmed;N. Sahinidis

文献摘要

被引文献

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我们开发了八个不同的混合整数凸规划的0-1双曲规划的重新制定。我们得到了这些公式的相对紧密性的分析结果,并提出了一个0-1双曲规划的分支定界算法。该算法的主要特点是在搜索树的每一个节点上重新定义问题。我们证明了该算法具有上级收敛行为比直接求解松弛派生的根节点。该算法被用来解决一个离散的p-选择设施定位问题,定位在埃德蒙顿市的10家餐馆。
We develop eight different mixed-integer convex programming reformulations of 0-1 hyperbolic programs. We obtain analytical results on the relative tightness of these formulations and propose a branch and bound algorithm for 0-1 hyperbolic programs. The main feature of the algorithm is that it reformulates the problem at every node of the search tree. We demonstrate that this algorithm has a superior convergence behavior than directly solving the relaxation derived at the root node. The algorithm is used to solve a discrete p-choice facility location problem for locating ten restaurants in the city of Edmonton.