An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems

  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories (Mixed) Integer Nonlinear Programming Tags , , Short URL: https://optimization-online.org/?p=11374

    In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily de ne an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed integer problems.

    Citation

    DIS Technical Report n. 17, 2010.

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