The reformulation-based αGO algorithm for solving nonconvex MINLP problems - some improvements

A4 Konferenspublikationer


Interna författare/redaktörer


Publikationens författare: Andreas Lundell, Tapio Westerlund
Redaktörer: Sauro Pierucci, Jiří J. Klemeš
Förlagsort: Milano
Publiceringsår: 2013
Tidskrift: Chemical Engineering Transactions
Förläggare: Associazione Italiana di Ingegneria Chimica
Moderpublikationens namn: 11th International Conference on Chemical and Process Engineering - selected papers of ICheaP11
Tidskriftsakronym: CHEM ENGINEER TRANS
Volym: 32
Artikelns första sida, sidnummer: 1321
Artikelns sista sida, sidnummer: 1326
Antal sidor: 6
ISBN: 978-88-95608-23-5
ISSN: 1974-9791
eISSN: 2283-9216


Abstrakt

The alpha-reformulation (alpha R) technique can be used to transform any nonconvex twice-differentiable mixed-integer nonlinear programming problem to a convex relaxed form. By adding a quadratic function to the nonconvex function it is possible to convexify it, and by subtracting a piecewise linearization of the added function a convex underestimator will be obtained. This reformulation technique is implemented in the a global optimization (alpha GO) algorithm solving the specified problem type to global optimality as a sequence of reformulated subproblems where the piecewise linear functions are refined in each step. The tightness of the underestimator has a large impact on the efficiency of the solution process, and in this paper it is shown how it is possible to reduce the approximation error by utilizing a piecewise quadratic spline function defined on smaller subintervals. The improved underestimator is also applied to test problems illustrating its performance.

Senast uppdaterad 2019-12-12 vid 04:05