Trust-tech enhanced methods for solving mixed-integer optimization problems

摘要

A dynamical method and system generate a global optimal solution to a mixed integer nonlinear programming (MINLP) problem, where a part or all of optimization variables of the MINLP problem are restricted to have discrete values. The method computes a first integer solution to the MINLP problem with a given starting point using an MINLP solver; computes a set of stable equilibrium points (SEPs) of a nonlinear dynamical system associated with a relaxed continuous problem of the MINLP problem, where the SEPs surround the first integer solution and form one or more tiers; identifies from the SEPs a set of new starting points for the MINLP problem; computes integer solutions to the MINLP problem with progressively tightened bounds, starting from the new starting points using the MINLP solver; and generates the global optimal solution based on the integer solutions after one or more iterations.