A trajectory-based method for mixed integer nonlinear programming problems.

*(English)*Zbl 1393.90075Summary: A local trajectory-based method for solving mixed integer nonlinear programming problems is proposed. The method is based on the trajectory-based method for continuous optimization problems. The method has three phases, each of which performs continuous minimizations via the solution of systems of differential equations. A number of novel contributions, such as an adaptive step size strategy for numerical integration and a strategy for updating the penalty parameter, are introduced. We have shown that the optimal value obtained by the proposed method is at least as good as the minimizer predicted by a recent definition of a mixed integer local minimizer. Computational results are presented, showing the effectiveness of the method.

Reviewer: Reviewer (Berlin)

##### MSC:

90C11 | Mixed integer programming |

##### Keywords:

trajectory-based method; mixed integer nonlinear programming; system of ordinary differential equations; neighborhood; local minimizer; subproblem; pattern search
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\textit{T.-L. Oliphant} and \textit{M. M. Ali}, J. Glob. Optim. 70, No. 3, 601--623 (2018; Zbl 1393.90075)

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