Title :
Parametric algorithms for global optimization of mixed-integer fractional programming problems in process engineering
Author :
Zhixia Zhong ; Fengqi You
Author_Institution :
Dept. of Chem. & Biol. Eng., Northwestern Univ., Evanston, IL, USA
Abstract :
In this work, we proposed novel parametric algorithms for solving large-scale mixed-integer linear and nonlinear fractional programming problems, and illustrate their application in process systems engineering. By developing an equivalent parametric formulation of the general mixed-integer fractional program (MIFP), we propose four exact parametric algorithms based on the root-finding methods, including bisection method, Newton´s method, secant method and false position method, respectively, for the global optimization of MIFPs. We also propose an inexact parametric algorithm that can potentially outperform the exact parametric algorithms for some types of MIFPs. Extensive computational studies are performed to demonstrate the efficiency of these parametric algorithms and to compare them with the general-purpose mixed-integer nonlinear programming methods. The applications of the proposed algorithms are illustrated through a case study on process scheduling. Computational results show that the proposed exact and inexact parametric algorithms are more computationally efficient than several general-purpose solvers for solving MIFPs.
Keywords :
Newton method; integer programming; nonlinear programming; MIFP; Newton method; bisection method; equivalent parametric formulation; false position method; global optimization; inexact parametric algorithm; large-scale mixed-integer linear program; mixed-integer fractional programming; nonlinear fractional programming; process engineering; process scheduling; root-finding method; secant method; Algorithm design and analysis; Computational efficiency; Linear programming; Optimization; Productivity; Programming; Testing; Computational methods; Numerical algorithms; Optimization algorithms;
Conference_Titel :
American Control Conference (ACC), 2014
Conference_Location :
Portland, OR
Print_ISBN :
978-1-4799-3272-6
DOI :
10.1109/ACC.2014.6858622