Article ID: | iaor2007947 |
Country: | Netherlands |
Volume: | 170 |
Issue: | 2 |
Start Page Number: | 1436 |
End Page Number: | 1451 |
Publication Date: | Nov 2005 |
Journal: | Applied Mathematics and Computation |
Authors: | Chang Ching-Ter |
This paper proposes an approximate method to solve the mixed integer signomial programming problem, for which the objective function and the constraints may contain product terms with exponents and decision variables, which could be continuous or integral. A linear programming relaxation is derived for the problem based on piecewise linearization techniques, which first convert a signomial term into the sum of absolute terms; these absolute terms are then linearized by linearization strategies. In addition, a novel approach is included for solving integer and undefined problems in the logarithmic piecewise technique, which leads to more usefulness of the proposed method. The proposed method could reach a solution as close as possible to the global optimum.