Penalty formulation for zero-one nonlinear programming. (English) Zbl 0622.90059

Kalantari, B.; Rosen, J. B.

Discrete Appl. Math. 16, 179-182 (1987).

M. Raghavachari [Oper. Res. 17, 680-684 (1969; Zbl 0176.498)] has shown the equivalence of zero-one integer programming and a concave quadratic penalty function for a sufficiently large value of the penalty. A lower bound for this penalty was found by the authors [Math. Program. 24, 229-232 (1982; Zbl 0539.90074)]. It was also shown that this penalty could not be reduced in specific cases. We show that the results generalize to the case where the objective function is any concave function. Equivalent penalty formulation for non-concave functions is also considered.

MSC:

90C09	Boolean programming
90C30	Nonlinear programming

Keywords:

penalty formulations; concave minimization; global optimization

Citations:

Zbl 0176.498; Zbl 0539.90074

References:

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