A filled function method for finding a global minimizer on global integer optimization

摘要

The paper gives a definition of the filled function for nonlinear integer programming. This definition is modified from that of the global convexized filled function for continuous global optimization. A filled function with only one parameter which satisfies this definition is presented. We also discuss the properties of the proposed function and give a filled function method to solve the nonlinear integer programming problem. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. (c) 2004 Elsevier B.V. All rights reserved.