A Penalty Method for Nonlinear Integer Programming Problems

Please enable javascript in your browser.

Aliakbari Shandiz, Roohollah | 2010

866 Viewed

Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 41102 (02)
University: Sharif University Of Technology
Department: Mathematical Sciences
Advisor(s): Mahdavi Amiri, Nezamoddin
Abstract:
We study the general nonlinear integer programming problem. We consider two general classes of this problem: nonlinear integer programming problem and mixed integer nonlinear programming problem (MINLP). We explain the basic concepts for solving these problems and describe common methods for solving them, including branch and bound, Benders decomposition and outer approximation. Furthermore, we introduce two methods based on using penalty methods. Penalty based methods, by using appropriate penalty functions, convert a general nonlinear integer programming problem into a sequence of nonlinear programming problems and these problems are solved by a global optimization algorithm. Computational results are reported for several test problems that demonstrate the penalty based methods are at least promising in solving small-size nonlinear integer programming problems
Keywords:
Optimization ; Nonlinear Integer Programming ; Discrete Global Optimization ; Exact Penalty Method for Mixed Integer Nonlinear Programming ; Nonconvex Mined Integer Nonlinear Programming Problem

No TOC