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Finding discrete global minima with a filled function for integer programming |
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| Authors: | You-lin Shang Lian-sheng Zhang |
| Affiliation: | 1. Mathematics Department, Henan University of Science and Technology, Luoyang 471003, PR China;2. Mathematics Department, Tongji University, Shanghai 200092, PR China;3. Mathematics Department, Shanghai University, Shanghai 200444, PR China |
| Abstract: | The filled function method is an approach to find the global minimum of multidimensional functions. This paper proposes a new definition of the filled function for integer programming problem. A filled function which satisfies this definition is presented. Furthermore, we discuss the properties of the filled function and design a new filled function algorithm. Numerical experiments on several test problems with up to 50 integer variables have demonstrated the applicability and efficiency of the proposed method. |
| Keywords: | Filled function Global optimization Integer programming Local minimizer Global minimizer |
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