An approximate method for local optima for nonlinear mixed integer programming problems

Han-Lin Li*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Abstract

For a nonlinear 0-1 integer programming problem with constraint set X = (x1, ...xn), we first add new constraints ∑ 1 n(xi-xi 2){approaches the limit}O and O ≤ xi ≤ 1 to the constraint set, thus to convert the integer problem into a nonlinear programming problem. Then we utilize a modified penalty function method to solve this nonlinear program to obtain a local optima. Running the proposed method by a widely commercialized nonlinear program software shows that this method is more convenient than current approaches as branch-and-bound method and implicit enumeration method. One issue remained for studies is to expand this method into a global method by systematically generating suitable starting points then to perform optimization processes from each of these points.

Original languageEnglish
Pages (from-to)435-444
Number of pages10
JournalComputers and Operations Research
Volume19
Issue number5
DOIs
StatePublished - 1 Jan 1992

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