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.
An exact penalty global optimization approach for mixed-integer programming problems / Lucidi, Stefano; Francesco, Rinaldi. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - STAMPA. - 7:2(2013), pp. 297-307. [10.1007/s11590-011-0417-9]
An exact penalty global optimization approach for mixed-integer programming problems
LUCIDI, Stefano;
2013
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.| File | Dimensione | Formato | |
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