Discrete filled function method for discrete global optimization

被引：59

作者：

Ng, CK ^{[1
]}

Zhang, LS

Li, D

Tian, WW

机构：

[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China

[2] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2005年 / 31卷 / 01期

关键词：

nonlinear integer programming; quadratic integer programming; linear integer programming; discrete global optimization; discrete filled function method;

D O I：

10.1007/s10589-005-0985-7

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A discrete filled function method is developed in this paper to solve discrete global optimization problems over "strictly pathwise connected domains." Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method.

引用

页码：87 / 115

页数：29

共 32 条

[1] Global optimality conditions for quadratic optimization problems with binary constraints [J].

Beck, A ;

Teboulle, M .

SIAM JOURNAL ON OPTIMIZATION, 2000, 11 (01) :179-188

[2]

CONLEY W, 1980, COMPUTER OPTIMIZATIO

[3] A SURVEY OF METHODS FOR PURE NON-LINEAR INTEGER PROGRAMMING [J].

COOPER, MW .

MANAGEMENT SCIENCE, 1981, 27 (03) :353-361

[4]

COOPER MW, 1983, NAV RES LOG, V29, P585

[5]

Dixon LCW, 1976, OPTIMIZATION ACTION, P398

[6] THE LAGRANGIAN-RELAXATION METHOD FOR SOLVING INTEGER PROGRAMMING-PROBLEMS [J].

FISHER, ML .

MANAGEMENT SCIENCE, 1981, 27 (01) :1-18

[7]

GE R, 1990, MATH PROGRAM, V46, P191

[8] A CONTINUOUS APPROACH TO NONLINEAR INTEGER PROGRAMMING [J].

GE, R ;

HUANG, C .

APPLIED MATHEMATICS AND COMPUTATION, 1989, 34 (01) :39-60

[9] A CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL-VARIABLES [J].

GE, RP ;

QIN, YF .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 54 (02) :241-252

[10]

Geoffrion A, 1974, MATHEMATICAL PROGRAM, V2, P82, DOI DOI 10.1007/BFB0120690

← 1 2 3 4 →