Abstract
A discrete filled function method is developed in this paper to solve discrete global optimization problems over "strictly pathwise connected domains." Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method.
Original language | English |
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Pages (from-to) | 87-115 |
Number of pages | 29 |
Journal | Computational Optimization and Applications |
Volume | 31 |
Issue number | 1 |
DOIs | |
Publication status | Published - May 2005 |
Externally published | Yes |
Keywords
- Discrete filled function method
- Discrete global optimization
- Linear integer programming
- Nonlinear integer programming
- Quadratic integer programming