An exact penalty global optimization approach for mixed-integer programming problems |
| |
Authors: | S Lucidi F Rinaldi |
| |
Institution: | 1. Dipartimento di Informatica e Sistemistica, Sapienza Università di Roma, Via Ariosto, 25, 00185, Rome, Italy
|
| |
Abstract: | In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily define an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed-integer problems and we report computational results on some MINLP problems. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|