[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/p/aeg/wpaper/2010-17.html
   My bibliography  Save this paper

An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems

Author

Listed:
  • Stefano Lucidi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Francesco Rinaldi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

Abstract
In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily define an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed integer problems.

Suggested Citation

  • Stefano Lucidi & Francesco Rinaldi, 2010. "An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems," DIS Technical Reports 2010-17, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    • Handle: RePEc:aeg:wpaper:2010-17
    as

    Download full text from publisher

    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-17.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. M. Raghavachari, 1969. "On Connections Between Zero-One Integer Programming and Concave Programming Under Linear Constraints," Operations Research, INFORMS, vol. 17(4), pages 680-684, August.
    2. Panos M Pardalos & Oleg A Prokopyev & Stanislav Busygin, 2006. "Continuous Approaches for Solving Discrete Optimization Problems," International Series in Operations Research & Management Science, in: Gautam Appa & Leonidas Pitsoulis & H. Paul Williams (ed.), Handbook on Modelling for Discrete Optimization, chapter 0, pages 39-60, Springer.
    3. S. Lucidi & F. Rinaldi, 2010. "Exact Penalty Functions for Nonlinear Integer Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 479-488, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ma, Cheng & Zhang, Liansheng, 2015. "On an exact penalty function method for nonlinear mixed discrete programming problems and its applications in search engine advertising problems," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 642-656.
    2. M. Santis & F. Rinaldi, 2012. "Continuous Reformulations for Zero–One Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 75-84, April.
    3. Marianna De Santis & Francesco Rinaldi, 2010. "Continuous reformulations for zero-one programming problems," DIS Technical Reports 2010-16, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    4. Filippo Fabiani & Barbara Franci, 2023. "On Distributionally Robust Generalized Nash Games Defined over the Wasserstein Ball," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 298-309, October.
    5. Hager, William W. & Hungerford, James T., 2015. "Continuous quadratic programming formulations of optimization problems on graphs," European Journal of Operational Research, Elsevier, vol. 240(2), pages 328-337.
    6. Tao Tan & Yanyan Li & Xingsi Li, 2011. "A Smoothing Method for Zero–One Constrained Extremum Problems," Journal of Optimization Theory and Applications, Springer, vol. 150(1), pages 65-77, July.
    7. Gary Kochenberger & Jin-Kao Hao & Fred Glover & Mark Lewis & Zhipeng Lü & Haibo Wang & Yang Wang, 2014. "The unconstrained binary quadratic programming problem: a survey," Journal of Combinatorial Optimization, Springer, vol. 28(1), pages 58-81, July.
    8. Stefano Lucidi & Francesco Rinaldi, 2009. "Exact Penalty Functions for Nonlinear Integer Programming Problems," DIS Technical Reports 2009-10, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    9. Peiping Shen & Kaimin Wang & Ting Lu, 2020. "Outer space branch and bound algorithm for solving linear multiplicative programming problems," Journal of Global Optimization, Springer, vol. 78(3), pages 453-482, November.
    10. Rupaj Kumar Nayak & Nirmalya Kumar Mohanty, 2020. "Solution of boolean quadratic programming problems by two augmented Lagrangian algorithms based on a continuous relaxation," Journal of Combinatorial Optimization, Springer, vol. 39(3), pages 792-825, April.
    11. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2013. "A new class of functions for measuring solution integrality in the Feasibility Pump approach: Complete Results," DIAG Technical Reports 2013-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    12. Gili Rosenberg & Mohammad Vazifeh & Brad Woods & Eldad Haber, 2016. "Building an iterative heuristic solver for a quantum annealer," Computational Optimization and Applications, Springer, vol. 65(3), pages 845-869, December.
    13. Dominik Garmatter & Margherita Porcelli & Francesco Rinaldi & Martin Stoll, 2023. "An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations," Computational Optimization and Applications, Springer, vol. 84(1), pages 191-223, January.
    14. Md Saiful Islam & Md Sarowar Morshed & Md. Noor-E-Alam, 2022. "A Computational Framework for Solving Nonlinear Binary Optimization Problems in Robust Causal Inference," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3023-3041, November.
    15. Sašo Karakatič, 2020. "EvoPreprocess—Data Preprocessing Framework with Nature-Inspired Optimization Algorithms," Mathematics, MDPI, vol. 8(6), pages 1-29, June.
    16. Jonathan Eckstein & Mikhail Nediak, 2005. "Depth-Optimized Convexity Cuts," Annals of Operations Research, Springer, vol. 139(1), pages 95-129, October.
    17. Yuzhou Qiu & E. Alper Yıldırım, 2024. "On exact and inexact RLT and SDP-RLT relaxations of quadratic programs with box constraints," Journal of Global Optimization, Springer, vol. 90(2), pages 293-322, October.
    18. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2010. "Feasibility Pump-Like Heuristics for Mixed Integer Problems," DIS Technical Reports 2010-15, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    19. Wendel Melo & Marcia Fampa & Fernanda Raupp, 2018. "Integrality gap minimization heuristics for binary mixed integer nonlinear programming," Journal of Global Optimization, Springer, vol. 71(3), pages 593-612, July.
    20. Vasilios I. Manousiouthakis & Neil Thomas & Ahmad M. Justanieah, 2011. "On a Finite Branch and Bound Algorithm for the Global Minimization of a Concave Power Law Over a Polytope," Journal of Optimization Theory and Applications, Springer, vol. 151(1), pages 121-134, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aeg:wpaper:2010-17. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Antonietta Angelica Zucconi (email available below). General contact details of provider: https://edirc.repec.org/data/dirosit.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.