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Global Optimization of 0-1 Hyperbolic Programs

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Abstract

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.

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Authors and Affiliations

  1. Krannert School of Management, Purdue University, West Lafayette, IN, 47907-1310, USA

    Mohit Tawarmalani

  2. School of Industrial & Systems Engineering, Georgia Institute of Technology, 765 Ferst Drive, Atlanta, GA, 30332, USA

    Shabbir Ahmed

  3. Department of Chemical Engineering, The University of Illinois at Urbana-Champaign, 600 South Mathews Avenue, Urbana, IL, 61801, USA

    Nikolaos V. Sahinidis*

Authors
  1. Mohit Tawarmalani
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  2. Shabbir Ahmed
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  3. Nikolaos V. Sahinidis*
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Additional information

The research was supported in part by NSF awards DMII 95-02722 and BES 98-73586 to NVS.

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Tawarmalani, M., Ahmed, S. & Sahinidis*, N.V. Global Optimization of 0-1 Hyperbolic Programs. Journal of Global Optimization 24, 385–416 (2002). https://doi.org/10.1023/A:1021279918708

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