A direct search approach to nonlinear integer programming
作者:
Bruce A. Murtagh,
Stephen J. Sugden,
期刊:
Optimization Methods and Software
(Taylor Available online 1994)
卷期:
Volume 4,
issue 3
页码: 171-189
ISSN:1055-6788
年代: 1994
DOI:10.1080/10556789408805586
出版商: Gordon and Breach Science Publishers
关键词: Large-scale optimization;direct search;optimization software;nonlinear integer programming
数据来源: Taylor
摘要:
An approach to the solution of large-scale nonlinear programming problems with initeger restrictions on some of the variables is described. The method is based on the MINOS large-scale optimization algorithm and involves adjustment of the superbasic variables in integer steps. The directhsearch procedure commences from a continuous (relaxed) optimal solution and seeks the nearest integer-feasible solution in terms of objective function value. Computational experience on a wide variety of nonlinear problems is reported.
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