In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily define an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed integer problems.
Two novel deterministic global optimization algorithms for nonconvex mixed-integer problems (MINLPs) are proposed, using the advances of the BB algorithm for noncon-vex NLPs Adjiman et al. (1998a). The Special Structure Mixed-Integer BB algorithm (SMIN-BB addresses problems with
We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solutio