论文标题
切割飞机以进行智能节目
Cutting planes for signomial programming
论文作者
论文摘要
切割平面在将非convex非线性程序求解到全局最优性时至关重要,例如使用空间分支和结合算法。在本文中,我们讨论了用于智能编程的切割平面的产生。许多全球优化算法将签名程序提升到扩展配方中,以便这些算法可以通过编码非convex障碍术语集的外部近似值来构建签名程序的放松,即,即示意性术语的示意图或象征。我们表明,任何符号术语集可以转换为两个凹功能函数差的子集,我们从中得出了两种有效的线性不等式。相交切割是使用无符号术语集构建的,该集合不包含其内部签名项的任何点。我们表明,这些无术语的集合在非负轨道中是最大的,并使用它们来得出相交集。然后,我们在重新制定符号术语集的重新制定中凸出功率函数,从而导致包含符号术语集的凸集。该凸外近似是在扩展空间中构建的,我们通过投影与此近似值分开一类有效线性不等式。我们在全球优化求解器中实现有效的不平等现象,并在minlplib实例上测试它们。我们的结果表明,两种有效的不等式都可以减少运行时间,搜索节点数量和二元性差距。
Cutting planes are of crucial importance when solving nonconvex nonlinear programs to global optimality, for example using the spatial branch-and-bound algorithms. In this paper, we discuss the generation of cutting planes for signomial programming. Many global optimization algorithms lift signomial programs into an extended formulation such that these algorithms can construct relaxations of the signomial program by outer approximations of the lifted set encoding nonconvex signomial term sets, i.e., hypographs, or epigraphs of signomial terms. We show that any signomial term set can be transformed into the subset of the difference of two concave power functions, from which we derive two kinds of valid linear inequalities. Intersection cuts are constructed using signomial term-free sets which do not contain any point of the signomial term set in their interior. We show that these signomial term-free sets are maximal in the nonnegative orthant, and use them to derive intersection sets. We then convexify a concave power function in the reformulation of the signomial term set, resulting in a convex set containing the signomial term set. This convex outer approximation is constructed in an extended space, and we separate a class of valid linear inequalities by projection from this approximation. We implement the valid inequalities in a global optimization solver and test them on MINLPLib instances. Our results show that both types of valid inequalities provide comparable reductions in running time, number of search nodes, and duality gap.