An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined w...

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Veröffentlicht in:IOP conference series. Materials Science and Engineering Jg. 300; H. 1; S. 12022 - 12032
Hauptverfasser: Sitopu, Joni Wilson, Mawengkang, Herman, Lubis, Riri Syafitri
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Bristol IOP Publishing 01.01.2018
Schlagworte:
active constraints
Algorithms
Continuity (mathematics)
direct search
global optimization
Linear programming
Mathematical analysis
Mathematical programming
Mixed integer
Nonlinear programming
ISSN:1757-8981, 1757-899X
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Abstract The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the "active constraint" method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.
AbstractList The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the "active constraint" method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.
Author Sitopu, Joni Wilson
Mawengkang, Herman
Lubis, Riri Syafitri
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  organization: Graduate School of Mathematics, University of Sumatera Utara , Indonesia
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  givenname: Herman
  surname: Mawengkang
  fullname: Mawengkang, Herman
  email: hmawengkang@yahoo.com
  organization: Department of Mathematics, University of Sumatera Utara , Indonesia
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  givenname: Riri Syafitri
  surname: Lubis
  fullname: Lubis, Riri Syafitri
  organization: Graduate School of Mathematics, University of Sumatera Utara , Indonesia
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10.1007/s10107-004-0570-3
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SubjectTerms active constraints
Algorithms
Continuity (mathematics)
direct search
global optimization
Linear programming
Mathematical analysis
Mathematical programming
Mixed integer
Nonlinear programming
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Title An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems
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