An optimal control approach to nonlinear mixed integer programming problems

An optimal control approach to nonlinear mixed integer programming problems

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Article ID: iaor19991430
Country: United Kingdom
Volume: 36
Issue: 3
Start Page Number: 87
End Page Number: 105
Publication Date: Aug 1998
Journal: Computers & Mathematics with Applications
Authors: , ,
Keywords: cybernetics
Abstract:

Motivated by the recent developments of the Control Parametrization Enhancing Technique (CPET), a novel method for solving a general class of nonlinear mixed integer programming problems is introduced in this paper. By imposing appropriate dynamics as well as as a set of statistical variance type of functional constraints, a problem with mixed integer decision variables is first transformed into a discrete-valued optimal control problem, and then transformed, by applying CPET, into a standard optimization problem involving only continuous values.

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