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A Penalty Method for Mixed-Integer Optimization

Piruzbakht, Hassan | 2020

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 52927 (02)
  4. University: Sharif University of Technology
  5. Department: Mathematical Sciences
  6. Advisor(s): Mahdavi-Amiri, Nezamoddin
  7. Abstract:
  8. Linear and nonlinear problems on integer and real numbers constitute very important optimization problems. Recently, methods have been developed using pumps to solve this type of problem. Feasibility pumps usually produce random perturbations. In this method,the generated random perturbations are replaced by a penalty framework and feasibility pumps are introduced as methods of displacement. Feasibility pump algorithms on 0-1 are used to solve these problems and the alternating direction methods are used. A convergence theorem is presented for the alternate direction method based on the penalty.New changes to the feasibility pumps and existing algorithms for solving linear and nonlinear problems on integer and real numbers are compared
  9. Keywords:
  10. Mixed Integer Linear Optimization ; Mixed Integer Nonlinear Optimization ; Penalty Function ; Alternating Direction Methods ; Feasibility Pumps

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