An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems
Stefano Lucidi (lucididis.uniroma1.it)
Abstract: In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily dene 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.
Keywords: Mixed-Integer Programming, Global Optimization, Exact Penalty Functions.
Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )
Citation: DIS Technical Report n. 17, 2010.
Entry Submitted: 12/13/2010
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