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) |
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| 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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