An exact penalty approach for solving a class of minimization problems with boolean variables
作者:
M. Borchardt,
期刊:
Optimization
(Taylor Available online 1988)
卷期:
Volume 19,
issue 6
页码: 829-838
ISSN:0233-1934
年代: 1988
DOI:10.1080/02331938808843396
出版商: Akademic-Verlag
关键词: Boolean programming;exact penalty method;modified Lagrangean;Primary: 90 C 09;Secondary: 90 C 30
数据来源: Taylor
摘要:
An exact penalty approach for solving minimization problems with a concave objective function, linear constraints and Boolean variables is proposed. The penalty problems have continuous variables. An estimation of the penalty parameter which guarantees the exactness can be calculated on the base of an auxiliary problem. The results are applied to problems with an arbitrary quadratic objective function, linear constraints and Boolean variables. This leads to a modified Lagrangean approach for the latter problems. In the general case, the penalty approach is compared with a direct application of results of global optimization to a modification of the initial problem.
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