An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

4th International Conference on Operational Research

Sitopu, Joni Wilson^1 ; Mawengkang, Herman^2 ; Lubis, Riri Syafitri^1

Graduate School of Mathematics, University of Sumatera Utara, Medan, Indonesia^1

Department of Mathematics, University of Sumatera Utara, Medan, Indonesia^2

关键词: Active constraints;    Basic variables;    Continuous variables;    Direct search;    Discrete values;    Integer point;    Mixed integer non-linear programming problems;    Nonlinear mathematical programming;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/300/1/012022/pdf
DOI  :  10.1088/1757-899X/300/1/012022

来源: IOP

【 摘 要 】

The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the "active constraint" method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.