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Discrete Filled Function Method for Discrete Global Optimization
Authors:Chi-Kong?Ng,Lian-Sheng?Zhang,Duan?Li  author-information"  >  author-information__contact u-icon-before"  >  mailto:dli@se.cuhk.edu.hk"   title="  dli@se.cuhk.edu.hk"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,Wei-Wen?Tian
Affiliation:(1) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong S.A.R., People"rsquo"s Republic of China;(2) Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, People"rsquo"s 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., People"rsquo"s Republic of China;(4) Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, People"rsquo"s Republic of China
Abstract:A discrete filled function method is developed in this paper to solve discrete global optimization problems over ldquostrictly pathwise connected domains.rdquo 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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