Discrete dynamic convexized method for nonlinearly constrained nonlinear integer programming

  • Authors:
  • Wenxing Zhu;M. M. Ali

  • Affiliations:
  • Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou 350002, China;School of Computational and Applied Mathematics, University of the Witwatersrand, Wits 2050, South Africa

  • Venue:
  • Computers and Operations Research
  • Year:
  • 2009

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Abstract

This paper considers the nonlinearly constrained nonlinear integer programming problem over a bounded box. An auxiliary function is constructed based on a penalty function. By increasing the value of a parameter, minimization of the function by a discrete local search method can escape successfully from a previously converged discrete local minimizer. An algorithm is designed based on minimizing the auxiliary function with increasing values of the parameter. Numerical experiments show that the algorithm is robust and efficient.