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An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

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Author(s): Roohollah Aliakbari Shandiz | Nezam Mahdavi-Amiri

Journal: American Journal of Operations Research
ISSN 2160-8830

Volume: 01;
Issue: 03;
Start page: 185;
Date: 2011;
Original page

Keywords: Mixed Integer Nonlinear Programming | Continuous Programming | Exact Penalty Method | Exact Penalty Functions

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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Tango Jona
Tangokurs Rapperswil-Jona