Article ID: | iaor20162406 |
Volume: | 169 |
Issue: | 3 |
Start Page Number: | 1079 |
End Page Number: | 1109 |
Publication Date: | Jun 2016 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Stein Oliver, Kirst Peter |
Keywords: | heuristics, programming: nonlinear |
We describe a new possibility to model disjunctive optimization problems as generalized semi‐infinite programs. In contrast to existing methods in disjunctive programming, our approach does not expect any special formulation of the underlying logical expression. Applying existing lower‐level reformulations for the corresponding semi‐infinite program, we derive conjunctive nonlinear problems without any logical expressions, which can be locally solved by standard nonlinear solvers. Our preliminary numerical results on some small‐scale examples indicate that our reformulation procedure is a reasonable method to solve disjunctive optimization problems.