AN OPTIMAL-CONTROL APPROACH TO NONLINEAR MIXED-INTEGER PROGRAMMING-PROBLEMS

Authors
LEE HWJ TEO KL CAI XQ
Citation
Hwj. Lee et al., AN OPTIMAL-CONTROL APPROACH TO NONLINEAR MIXED-INTEGER PROGRAMMING-PROBLEMS, Computers & mathematics with applications (1987), 36(3), 1998, pp. 87-105
Citations number
27
Categorie Soggetti
Mathematics,"Computer Science Interdisciplinary Applications",Mathematics,"Computer Science Interdisciplinary Applications
Journal title
Computers & mathematics with applications (1987) → ACNP
ISSN journal
08981221
Volume
36
Issue
3
Year of publication
1998
Pages
87 - 105
Database
ISI
SICI code
0898-1221(1998)36:3<87:AOATNM>2.0.ZU;2-2
Abstract
Motivated by the recent developments of the Control Parametrization En hancing Technique (CPET), a novel method for solving a general class o f nonlinear mixed integer programming problems is introduced in this p aper. By imposing appropriate dynamics as well as a set of statistical variance type of functional constraints, a problem with mixed integer decision variables is first transformed into a discrete-valued optima l control problem, and then transformed, by applying CPET, into a stan dard optimization problem involving only continuous values. (C) 1998 E lsevier Science Ltd. All rights reserved.