An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms

Jian Gong; Fengqi You

doi:10.1109/ACC.2015.7170792

An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms

Jian Gong, Fengqi You^*

^*Corresponding author for this work

Chemical and Biological Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

4 Scopus citations

Abstract

It could be a very challenging task to globally optimize large-scale mixed-integer fractional programs (MIFP) with separable concave and fractional terms in the objective function. To address this computational challenge, we propose a novel and efficient global optimization algorithm, which integrates an inexact parametric algorithm based on Newton's method and a successive piecewise linear approximation algorithm. To demonstrate the efficiency of this algorithm, we use it to optimize the economic and environmental performance of a manufacturing process for biodiesel and bioproducts from microalgae. The problem is solved with several global optimization methods. Computational results show that the proposed global optimization algorithm is more efficient than general-purpose MINLP solvers when solving the special type of MIFP problems.

Original language	English (US)
Title of host publication	ACC 2015 - 2015 American Control Conference
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	547-552
Number of pages	6
ISBN (Electronic)	9781479986842
DOIs	https://doi.org/10.1109/ACC.2015.7170792
State	Published - Jul 28 2015
Event	2015 American Control Conference, ACC 2015 - Chicago, United States Duration: Jul 1 2015 → Jul 3 2015

Publication series

Name	Proceedings of the American Control Conference
Volume	2015-July
ISSN (Print)	0743-1619

Other

Other	2015 American Control Conference, ACC 2015
Country/Territory	United States
City	Chicago
Period	7/1/15 → 7/3/15

ASJC Scopus subject areas

Electrical and Electronic Engineering

Access to Document

10.1109/ACC.2015.7170792

Cite this

Gong, J., & You, F. (2015). An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms. In ACC 2015 - 2015 American Control Conference (pp. 547-552). [7170792] (Proceedings of the American Control Conference; Vol. 2015-July). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ACC.2015.7170792

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title = "An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms",

abstract = "It could be a very challenging task to globally optimize large-scale mixed-integer fractional programs (MIFP) with separable concave and fractional terms in the objective function. To address this computational challenge, we propose a novel and efficient global optimization algorithm, which integrates an inexact parametric algorithm based on Newton's method and a successive piecewise linear approximation algorithm. To demonstrate the efficiency of this algorithm, we use it to optimize the economic and environmental performance of a manufacturing process for biodiesel and bioproducts from microalgae. The problem is solved with several global optimization methods. Computational results show that the proposed global optimization algorithm is more efficient than general-purpose MINLP solvers when solving the special type of MIFP problems.",

author = "Jian Gong and Fengqi You",

note = "Publisher Copyright: {\textcopyright} 2015 American Automatic Control Council.; 2015 American Control Conference, ACC 2015 ; Conference date: 01-07-2015 Through 03-07-2015",

year = "2015",

month = jul,

day = "28",

doi = "10.1109/ACC.2015.7170792",

language = "English (US)",

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Gong, J & You, F 2015, An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms. in ACC 2015 - 2015 American Control Conference., 7170792, Proceedings of the American Control Conference, vol. 2015-July, Institute of Electrical and Electronics Engineers Inc., pp. 547-552, 2015 American Control Conference, ACC 2015, Chicago, United States, 7/1/15. https://doi.org/10.1109/ACC.2015.7170792

An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms. / Gong, Jian; You, Fengqi.

ACC 2015 - 2015 American Control Conference. Institute of Electrical and Electronics Engineers Inc., 2015. p. 547-552 7170792 (Proceedings of the American Control Conference; Vol. 2015-July).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms

AU - Gong, Jian

AU - You, Fengqi

PY - 2015/7/28

Y1 - 2015/7/28

N2 - It could be a very challenging task to globally optimize large-scale mixed-integer fractional programs (MIFP) with separable concave and fractional terms in the objective function. To address this computational challenge, we propose a novel and efficient global optimization algorithm, which integrates an inexact parametric algorithm based on Newton's method and a successive piecewise linear approximation algorithm. To demonstrate the efficiency of this algorithm, we use it to optimize the economic and environmental performance of a manufacturing process for biodiesel and bioproducts from microalgae. The problem is solved with several global optimization methods. Computational results show that the proposed global optimization algorithm is more efficient than general-purpose MINLP solvers when solving the special type of MIFP problems.

AB - It could be a very challenging task to globally optimize large-scale mixed-integer fractional programs (MIFP) with separable concave and fractional terms in the objective function. To address this computational challenge, we propose a novel and efficient global optimization algorithm, which integrates an inexact parametric algorithm based on Newton's method and a successive piecewise linear approximation algorithm. To demonstrate the efficiency of this algorithm, we use it to optimize the economic and environmental performance of a manufacturing process for biodiesel and bioproducts from microalgae. The problem is solved with several global optimization methods. Computational results show that the proposed global optimization algorithm is more efficient than general-purpose MINLP solvers when solving the special type of MIFP problems.

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BT - ACC 2015 - 2015 American Control Conference

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2015 American Control Conference, ACC 2015

Y2 - 1 July 2015 through 3 July 2015

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An efficient global optimization algorithm for mixed-integer nonlinear fractional programs with separable concave terms

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