Article ID: | iaor20118002 |
Volume: | 12 |
Issue: | 3 |
Start Page Number: | 425 |
End Page Number: | 443 |
Publication Date: | Sep 2011 |
Journal: | Optimization and Engineering |
Authors: | Tsai Jung-Fa, Lin Ming-Hua |
Keywords: | optimization, programming: integer, programming: convex |
With the increasing reliance on mathematical programming based approaches in various fields, signomial discrete programming (SDP) problems occur frequently in real applications. Since free variables are often introduced to model problems and alternative optima are practical for decision making among multiple strategies, this paper proposes a generalized method to find multiple optimal solutions of SDP problems with free variables. By means of variable substitution and convexification strategies, an SDP problem with free variables is first converted into another convex mixed‐integer nonlinear programming problem solvable to obtain an exactly global optimum. Then a general cut is utilized to exclude the previous solution and an algorithm is developed to locate all alternative optimal solutions. Finally, several illustrative examples are presented to demonstrate the effectiveness of the proposed approach.