| Article ID: | iaor2013656 |
| Volume: | 7 |
| Issue: | 2 |
| Start Page Number: | 297 |
| End Page Number: | 307 |
| Publication Date: | Feb 2013 |
| Journal: | Optimization Letters |
| Authors: | Lucidi S, Rinaldi F |
| Keywords: | global optimization, penalty functions, mixed integer programming |
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 and we report computational results on some MINLP problems.