American Journal of Operations Research

Volume 1, Issue 3 (September 2011)

ISSN Print: 2160-8830   ISSN Online: 2160-8849

Google-based Impact Factor: 0.84  Citations  

An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

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DOI: 10.4236/ajor.2011.13021    5,032 Downloads   10,024 Views  Citations

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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.

Share and Cite:

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.

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