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An exact penalty global optimization approach for mixed-integer programming problems

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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 and we report computational results on some MINLP problems.

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  1. Dipartimento di Informatica e Sistemistica, Sapienza Università di Roma, Via Ariosto, 25, 00185, Rome, Italy

    S. Lucidi & F. Rinaldi

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  1. S. Lucidi
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  2. F. Rinaldi
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Correspondence to F. Rinaldi.

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Lucidi, S., Rinaldi, F. An exact penalty global optimization approach for mixed-integer programming problems. Optim Lett 7, 297–307 (2013). https://doi.org/10.1007/s11590-011-0417-9

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  • DOI: https://doi.org/10.1007/s11590-011-0417-9

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