Exact penalty functions for nonlinear integer programming problems

Exact penalty functions for nonlinear integer programming problems

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Article ID: iaor20104439
Volume: 145
Issue: 3
Start Page Number: 479
End Page Number: 488
Publication Date: Jun 2010
Journal: Journal of Optimization Theory and Applications
Authors: ,
Abstract:

In this work, we study exact continuous reformulations of nonlinear integer programming problems. To this aim, we preliminarily state conditions to guarantee the equivalence between pairs of general nonlinear problems. Then, we prove that optimal solutions of a nonlinear integer programming problem can be obtained by using various exact penalty formulations of the original problem in a continuous space.

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