An algorithm for finding global minimum of nonlinear integer programming

Wei Wen Tian*, Lian Sheng Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

A filled function is proposed by R.Ge for finding a global minimizer of a function of several continuous variables. In [4], an approach for finding a global integer minimizer of nonlinear function using the above filled function is given. Meanwhile a major obstacle is met: if ρ > 0 is small, and || xI - x*I|| is large, where xI is an integer point, and x*I is a current local integer minimizer, then the value of the filled function almost equals zero. Thus it is difficult to recognize the size of the value of the filled function and can not to find the global integer minimizer of nonlinear function. In this paper, two new filled functions are proposed for finding global integer minimizer of nonlinear function, and the new filled function improves some properties of the filled function proposed by R. Ge. Some numerical results are given, which indicate that the new filled function (4.1) to find global integer minimizer of nonlinear function is efficient.

Original languageEnglish
Pages (from-to)69-78
Number of pages10
JournalJournal of Computational Mathematics
Volume22
Issue number1
Publication statusPublished - Jan 2004
Externally publishedYes

Keywords

  • Filled function
  • Global integer minimizer
  • Local integer minimizer

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