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An Improved Direct Search Approach for Solving Mixed-Integer Nonlinear Programming Problems

机译:求解混合整数非线性规划问题的一种改进的直接搜索方法

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The special class of a nonlinear mathematical programming problem which is addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing non-basic variables from their bounds, combined with the “active constraint” method and the notion of super-basics, has been developed for efficiently tackling the problem. After solving the problem by ignoring the integrality requirements, this strategy is used to force the appropriate non-integer basic variables to move to their neighborhood integer points. A study of criteria for choosing a non-basic variable to work with in the integer zing strategy has also been made. Successful implementation of these algorithms was achieved on various test problems. The results show that the proposed integer zing strategy is promising in tackling certain classes of mixed integer nonlinear programming problems.
机译:本文所解决的一类特殊的非线性数学规划问题具有一种结构,其特征在于变量的子集被限制为假定离散值,这些离散值是线性的并且可以与连续变量分开。为了有效地解决该问题,已经开发了将非基本变量从其边界中释放出来的策略,并结合了“主动约束”方法和超基本概念。通过忽略完整性要求解决问题后,此策略用于强制适当的非整数基本变量移动到其邻域整数点。还对选择非基本变量以整数zeing策略工作的标准进行了研究。在各种测试问题上成功实现了这些算法。结果表明,所提出的整数策略在解决某些类别的混合整数非线性规划问题方面很有希望。

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