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Discrete filled function method for discrete global optimization

  • Chi Kong Ng*
  • , Lian Sheng Zhang
  • , Duan Li
  • , Wei Wen Tian
  • *Corresponding author for this work
  • Chinese University of Hong Kong
  • Shanghai University

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)87-115
Number of pages29
JournalComputational Optimization and Applications
Volume31
Issue number1
DOIs
Publication statusPublished - May 2005
Externally publishedYes

Keywords

  • Discrete filled function method
  • Discrete global optimization
  • Linear integer programming
  • Nonlinear integer programming
  • Quadratic integer programming

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