An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

• 作者: Nezam Mahdavi-Amiri Roohollah Aliakbari Shandiz
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: MIXED INTEGER Nonlinear PROGRAMMING Continuous PROGRAMMING EXACT PENALTY Method EXACT PENALTY FUNCTIONS
• 年，卷（期）: 2011,（3）
• 页码范围: 185-189
• 页数: 5页
• 分类号: O1

摘要

We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.