An enhanced logarithmic method for signomial programming with discrete variables

نویسندگان

  • Han-Lin Li
  • Shu-Cherng Fang
  • Yao-Huei Huang
  • Tiantian Nie
چکیده

Signomial programming problems with discrete variables (SPD) appear widely in real-life applications, but they are hard to solve. This paper proposes an enhanced logarithmic method to reformulate the SPD problem as a mixed 0-1 linear program (MILP) with a minimum number of binary variables and inequality constraints. Both of the theoretical analysis and numerical results strongly support its superior performance to other state-of-the-art linearization methods. We also extend the proposed method to linearize some more complicated problems involving product and fractional terms in discrete and continuous variables. © 2016 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • European Journal of Operational Research

دوره 255  شماره 

صفحات  -

تاریخ انتشار 2016