Journal of Industrial and Management Optimization (JIMO)

A filled function method for constrained nonlinear integer programming

Pages: 353 - 362, Volume 4, Issue 2, May 2008      doi:10.3934/jimo.2008.4.353

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Yongjian Yang - Department of Mathematics, Shanghai University, Shanghai 200444, China (email)
Zhiyou Wu - School of Information Technology and Mathematical Sciences, University of Ballarat, Victoria 3353, Australia (email)
Fusheng Bai - School of Information Technology and Mathematical Sciencess, University of Ballarat, Ballarat, Victoria 3353, Australia (email)

Abstract: A filled function method is presented in this paper to solve constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local minimizer can be obtained by local search staring from an improved initial point which is obtained by locally solving a box-constrained integer programming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.

Keywords:  Constrained nonlinear integer programming, filled function method, discrete global optimization.
Mathematics Subject Classification:  Primary: 90C10; Secondary: 90C30.

Received: September 2006;      Revised: January 2008;      Available Online: April 2008.