Author(s)

Roohollah Aliakbari Shandiz, Nezam Mahdavi-Amiri

.

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.

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

R. Shandiz and N. Mahdavi-Amiri, "An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems," American Journal of Operations Research, Vol. 1 No. 3, 2011, pp. 185-189. doi: 10.4236/ajor.2011.13021.