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: | Teo K.L., Lee H.W.J., Cai X.Q. |
Keywords: | cybernetics |
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.