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Discrete Filled Function Method for Discrete Global Optimization |
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| Authors: | Chi-Kong?Ng Lian-Sheng?Zhang |
| Institution: | (1) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong S.A.R., People s Republic of China;(2) Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, Peoples Republic of China;(3) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong S.A.R., Peoples Republic of China;(4) Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, Peoples Republic of China |
| Abstract: | A discrete filled function method is developed in this paper to solve discrete global optimization problems over  strictly pathwise connected domains. Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method. |
| Keywords: | nonlinear integer programming quadratic integer programming linear integer programming discrete global optimization discrete filled function method |
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