Convex underestimation strategies for signomial functions. (English) Zbl 1178.90278

Summary: Different types of underestimation strategies are used in deterministic global optimization. In this paper, convexification and underestimation techniques applicable to problems containing signomial functions are studied. Especially, power transformation and exponential transformation (ET) will be considered in greater detail and some new theoretical results regarding the relation between the negative power transformation and the ET are given. The techniques are, furthermore, illustrated through examples and compared with other underestimating methods used in global optimization solvers such as \(\alpha\)BB and BARON.


90C26 Nonconvex programming, global optimization
90C27 Combinatorial optimization
90C30 Nonlinear programming


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