An exact penalty global optimization approach for mixed-integer programming problems
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Optimization Letters
دوره 7 شماره
صفحات -
تاریخ انتشار 2013