A filled function method for finding a global minimizer on global integer optimization |
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Affiliation: | 1. Department of Mathematics, Shanghai University, 99, Shang Da Road, Baoshan, Shanghai 200436, China;2. Department of Mathematics, Henan University of Science and Technology, Luoyang 471003, China |
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Abstract: | The paper gives a definition of the filled function for nonlinear integer programming. This definition is modified from that of the global convexized filled function for continuous global optimization. A filled function with only one parameter which satisfies this definition is presented. We also discuss the properties of the proposed function and give a filled function method to solve the nonlinear integer programming problem. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. |
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