Solving a Global-Mixed Integer Signomial Geometric Fractional Programming Problem
Keywords:
geometric programming, fractional programming, mixed integer programming, non-convex func tions, spatial branch and bound algorithmAbstract
This article addresses mixed integer fractional signomial geometric programming (MIFSGP) prob
lems, which have been widely used in industrial design. In this paper, first, we convert fractional signomial
programming into a nonfractional problem so that it maintains its geometric structure. Then, convex relaxation
is used to reach a mixed integer global solution. Although, in many cases, we obtain a better objective function
value with this process, designers may still be dissatisfied with the rupture between the original objective func
tion value and the relaxed value. Therefore, we apply a spatial branch and bound algorithm to decrease that
distance to an acceptable extent and maintain the global solution. Finally, a real design problem is considered
to evaluate the efficiency and accuracy of the proposed technique.
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