Global optimization for mixed 0-1 programs with convex or separable continuous functions

Global optimization for mixed 0-1 programs with convex or separable continuous functions

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Article ID: iaor19951490
Country: United Kingdom
Volume: 45
Issue: 9
Start Page Number: 1068
End Page Number: 1076
Publication Date: Sep 1994
Journal: Journal of the Operational Research Society
Authors:
Keywords: global optimization
Abstract:

This paper proposes a global approach for solving mixed 0-1 programming problems containing convex or separable continuous functions. Given a mixed 0-1 polynomial term z=x1x2...xng(Y) where x1,x2,...,xn are 0-1 integer variables and g(Y) is a convex or a separable continuous function, z can be transformed into a set of inequalities where x1,x2,...,xn and g(Y) are separated from each other. Based on this transformation, the original mixed 0-1 program can then be solved by a branch-and-bound method to obtain a global optimum.

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