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Disjunctive Aspects in Generalized Semi-infinite Programming

Kirst, Peter

Abstract (englisch):
In this thesis the close relationship between generalized semi-infinite problems (GSIP) and disjunctive problems (DP) is considered. We start with the description of some optimization problems from timber industry and illustrate how GSIPs and DPs arise naturally in that field. Three different applications are reviewed.

Next, theory and solution methods for both types of problems are examined. We describe a new possibility to model disjunctive optimization problems as generalized semi-infinite programs. Applying existing lower level reformulations for the obtained semi-infinite program we derive conjunctive nonlinear problems without any logical expressions, which can be locally solved by standard nonlinear solvers.

In addition to this local solution procedure we propose a new branch-and-bound framework for global optimization of disjunctive programs. In contrast to the widely used reformulation as a mixed-integer program, we compute the lower bounds and evaluate the logical expression in one step. Thus, we reduce the size of the problem and work exclusively with continuous variables, which is computationally advantageous. In contrast to existing methods in disjunctive programming, none of our approaches expects any special formulation of the underlying logical expression. ... mehr

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Volltext §
DOI: 10.5445/IR/1000095997
Veröffentlicht am 10.07.2019
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Operations Research (IOR)
Publikationstyp Hochschulschrift
Publikationsjahr 2019
Sprache Englisch
Identifikator KITopen-ID: 1000095997
Verlag Karlsruher Institut für Technologie (KIT)
Umfang XIV, 131 S.
Art der Arbeit Dissertation
Fakultät Fakultät für Wirtschaftswissenschaften (WIWI)
Institut Institut für Operations Research (IOR)
Prüfungsdatum 12.06.2019
Referent/Betreuer Prof. O. Stein
KIT – Die Forschungsuniversität in der Helmholtz-Gemeinschaft
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