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A filled function method for integer programming. (Chinese. English summary) Zbl 0968.90051

Summary: This paper modifies the filled function method [R. Ge and Y. Qin, Appl. Math. Comput. 35, 131-158 (1990; Zbl 0752.65052)], which is previously designed to solve continuous global optimization problems, to solve integer programming problems. With the definition of discrete local minimal solution of an integer programming problem, this paper presents a neighborhood search algorithm for finding a discrete local minimal solution of the problem. Then a filled function method for the integer programming problem is proposed, which tries to find a better discrete local minimal solution of the problem by minimizing a filled function. Numerical results are presented to show the effectiveness of the method.

MSC:

90C10 Integer programming
65K05 Numerical mathematical programming methods

Citations:

Zbl 0752.65052
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