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

Lucidi, Stefano and Rinaldi, Francesco (2010) An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems. Technical Report. Department of Computer and System Sciences Antonio Ruberti .

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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.

Item Type: Monograph (Technical Report)
Uncontrolled Keywords: Mixed-Integer Programming, Global Optimization, Exact Penalty Functions
Subjects: 000 Scienza degli elaboratori - Scienze dell’informazione - Scienze archivistiche, librarie e dell'informazione documentaria – opere generali > 003 Sistemi (Classificare qui la Ricerca operativa; la teoria, l’analisi, la progettazione, l’ottimizzazione dei sistemi; i modelli (simulazione) applicati ai sistemi in modo reale
Depositing User: Sapienza Università di Roma Dipartimento di Ingegneria informatica, automatica e gestionale
Date Deposited: 07 Mar 2012 10:05
Last Modified: 07 Mar 2012 10:05
URI: http://eprints.bice.rm.cnr.it/id/eprint/3949

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