Article

Journal of Global Optimization

, Volume 12, Issue 3, pp 267-283

First online:

Global Optimization of Nonconvex Polynomial Programming Problems Having Rational Exponents

  • Hanif D. SheraliAffiliated withDepartment of Industrial and Systems Engineering, Virginia Polytechnic Institute and State University

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Abstract

This paper considers the solution of nonconvex polynomial programming problems that arise in various engineering design, network distribution, and location-allocation contexts. These problems generally have nonconvex polynomial objective functions and constraints, involving terms of mixed-sign coefficients (as in signomial geometric programs) that have rational exponents on variables. For such problems, we develop an extension of the Reformulation-Linearization Technique (RLT) to generate linear programming relaxations that are embedded within a branch-and-bound algorithm. Suitable branching or partitioning strategies are designed for which convergence to a global optimal solution is established. The procedure is illustrated using a numerical example, and several possible extensions and algorithmic enhancements are discussed.

Polynomial programs Reformulation-Linearization Technique (RLT) Nonconvex programming Global optimization