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Exact Penalty Functions for Nonlinear Integer Programming Problems

S. Lucidi (lucidi***at***dis.uniroma1.it)
F. Rinaldi(rinaldi***at***dis.uniroma1.it)

Abstract: In this work, we study exact continuous reformulations of nonlinear integer programming problems. To this aim, we preliminarily state conditions to guarantee the equivalence between pairs of general nonlinear problems. Then, we prove that optimal solutions of a nonlinear integer programming problem can be obtained by using various exact penalty formulations of the original problem in a continuous space.

Keywords: nonlinear integer programming, continuous programming, exact penalty functions.

Category 1: Nonlinear Optimization

Category 2: Integer Programming

Citation: Technical Report Dipartimento Informatica e Sistemistica, Sapienza UniversitÓ di Roma, Vol 1, n.10 (2009).

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Entry Submitted: 10/28/2009
Entry Accepted: 10/28/2009
Entry Last Modified: 10/28/2009

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