Multi-parametric disaggregation technique for global optimization of polynomial programming problems

This paper discusses a power-based transformation technique that is especially useful when solving polynomial optimization problems, frequently occurring in science and engineering. The polynomial nonlinear problem is primarily transformed into a suitable reformulated problem containing new sets of...

ver descrição completa

Detalhes bibliográficos
Autor principal: Teles, João P. (author)
Outros Autores: Castro, Pedro (author), Matos, Henrique A. (author)
Formato: article
Idioma:eng
Publicado em: 2014
Assuntos:
Texto completo:http://hdl.handle.net/10400.9/2444
País:Portugal
Oai:oai:repositorio.lneg.pt:10400.9/2444
Descrição
Resumo:This paper discusses a power-based transformation technique that is especially useful when solving polynomial optimization problems, frequently occurring in science and engineering. The polynomial nonlinear problem is primarily transformed into a suitable reformulated problem containing new sets of discrete and continuous variables. By applying a term-wise disaggregation scheme combined with multi-parametric elements, an upper/lower bounding mixed-integer linear program can be derived for minimization/maximization problems. It can then be solved to global optimality through standard methods, with the original problem being approximated to a certain precision level, which can be as tight as desired. Furthermore, this technique can also be applied to signomial problems with rational exponents, after a few effortless algebraic transformations. Numerical examples taken from the literature are used to illustrate the effectiveness of the proposed approach.