An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems
We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how...
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Veröffentlicht in: | American journal of operations research 2011-09, Vol.1 (3), p.185-189 |
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creator | Shandiz, Roohollah Aliakbari Mahdavi-Amiri, Nezam |
description | We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems. |
doi_str_mv | 10.4236/ajor.2011.13021 |
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subjects | Constraints Converting Mathematical analysis Mixed integer Nonlinear programming Operations research |
title | An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems |
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