Integer optimization by α‐dense curves

To use α‐dense curves for solving an optimization problem with constraints involving integer variables.

α‐dense curves are curves in Rⁿ depending on a single variable able to approximate a compact K⊂Rⁿ with precision α. It is proposed α‐dense curves allowing to obtain all integer points of a compact domain in Rⁿ. This transformation allows to transform the functional into a new function depending on a single variable. Then we can calculate the global optimum of the functional.

Alienor method invented by Y. Cherruault allows to find global minimum of n‐continuous variables functions. Here, α‐dense curves are extended to problems involving integer variables. The curves pass through all points having integer coordinates and belonging to the compact domain. By this method integer programming (nonlinear) problems arising in operational research have been easily and exactly solved.

It is the first time the technique based on α‐dense curves to optimization problems with integer variables are extended. This approach is totally original and allows to solve very easily and fastly nonlinear optimization problems.