An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

Roohollah Aliakbari Shandiz, Nezam Mahdavi-Amiri

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DOI: 10.4236/ajor.2011.13021                

Abstract

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.

Keywords

Mixed Integer Nonlinear Programming, Continuous Programming, Exact Penalty Method, Exact Penalty Functions

Conflicts of Interest

The authors declare no conflicts of interest.

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