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An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems

Author

Listed:
  • Stefano Lucidi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Francesco Rinaldi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

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.

Suggested Citation

  • Stefano Lucidi & Francesco Rinaldi, 2010. "An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems," DIS Technical Reports 2010-17, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    • Handle: RePEc:aeg:wpaper:2010-17
    as

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    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-17.pdf
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    References listed on IDEAS

    as
    1. M. Raghavachari, 1969. "On Connections Between Zero-One Integer Programming and Concave Programming Under Linear Constraints," Operations Research, INFORMS, vol. 17(4), pages 680-684, August.
    2. Panos M Pardalos & Oleg A Prokopyev & Stanislav Busygin, 2006. "Continuous Approaches for Solving Discrete Optimization Problems," International Series in Operations Research & Management Science, in: Gautam Appa & Leonidas Pitsoulis & H. Paul Williams (ed.), Handbook on Modelling for Discrete Optimization, chapter 0, pages 39-60, Springer.
    3. S. Lucidi & F. Rinaldi, 2010. "Exact Penalty Functions for Nonlinear Integer Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 479-488, June.
    Full references (including those not matched with items on IDEAS)

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