A Penalty Method for Nonlinear Integer Programming Problems, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
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...
Cataloging briefA Penalty Method for Nonlinear Integer Programming Problems, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
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...
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