TY - GEN
T1 - A reformulation-linearization method for the global optimization of large-scale mixed-integer linear fractional programming problems and cyclic scheduling application
AU - Yue, Dajun
AU - You, Fengqi
PY - 2013
Y1 - 2013
N2 - Global optimization of large-scale mixed-integer linear fractional programs (MILFPs) could be computationally intractable due to the presence of discrete variables and the pseudoconvex/pseudoconcave objective function. In this paper, we propose a novel and efficient reformulation-linearization method, which integrates the Charnes-Cooper transformation and the Glover's linearization scheme, to transform general MILFPs into their equivalent mixed-integer linear programs (MILP), allowing MILFPs to be globally optimized effectively with MILP methods. A case study on the cyclic scheduling of multipurpose batch plant is demonstrated to illustrate the efficiency of this method. Computational results show that the proposed approach requires significantly shorter CPU times than various general-purpose MINLP methods and is comparable with the tailored Dinkelbach's algorithm for solving large-scale MILFP problems.
AB - Global optimization of large-scale mixed-integer linear fractional programs (MILFPs) could be computationally intractable due to the presence of discrete variables and the pseudoconvex/pseudoconcave objective function. In this paper, we propose a novel and efficient reformulation-linearization method, which integrates the Charnes-Cooper transformation and the Glover's linearization scheme, to transform general MILFPs into their equivalent mixed-integer linear programs (MILP), allowing MILFPs to be globally optimized effectively with MILP methods. A case study on the cyclic scheduling of multipurpose batch plant is demonstrated to illustrate the efficiency of this method. Computational results show that the proposed approach requires significantly shorter CPU times than various general-purpose MINLP methods and is comparable with the tailored Dinkelbach's algorithm for solving large-scale MILFP problems.
UR - http://www.scopus.com/inward/record.url?scp=84883515293&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84883515293&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84883515293
SN - 9781479901777
T3 - Proceedings of the American Control Conference
SP - 3985
EP - 3990
BT - 2013 American Control Conference, ACC 2013
T2 - 2013 1st American Control Conference, ACC 2013
Y2 - 17 June 2013 through 19 June 2013
ER -