An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

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DOI: 10.4236/ajor.2011.13021   PDF   HTML     4,443 Downloads   8,768 Views   Citations

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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.

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