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

Stefano Lucidi (lucidi***at***dis.uniroma1.it)
Francesco Rinaldi (rinaldi***at***dis.uniroma1.it)

Abstract: In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily de ne 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.

Download: [PDF]

Entry Submitted: 12/13/2010
Entry Accepted: 12/13/2010
Entry Last Modified: 12/13/2010

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