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Extended ant colony optimization for non-convex mixed integer nonlinear programming. (English) Zbl 1158.90391

Summary: Two novel extensions for the well known ant colony optimization (ACO) framework are introduced here, which allow the solution of mixed integer nonlinear programs (MINLPs). Furthermore, a hybrid implementation (ACOmi) based on this extended ACO framework, specially developed for complex non-convex MINLPs, is presented together with numerical results.
These extensions on the ACO framework have been developed to serve the needs of practitioners who face highly non-convex and computationally costly MINLPs. The performance of this new method is evaluated considering several non-convex MINLP benchmark problems and one real-world application. The results obtained by our implementation substantiate the success of this new approach.

MSC:

90C11 Mixed integer programming
90C30 Nonlinear programming
90C59 Approximation methods and heuristics in mathematical programming
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