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《Control and Decision》 2002-03
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A method of non-linear penalty function for solving integer programming and mixed integer programming

MENG Zhi qing 1, HU Qi ying 1, YANG Xiao qi 2 (1.School of Economics and Management, Xidian University, Xi′an 710071, China;2.Depart ment of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China)  
Integer programming (IP) problems and mixed integer programming (MIP) problems with bounded variables are transformed into equivalent non integer (or continuous) programming (NIP) problems. IP and MIP are solved by using non linear exact penalty functions optimization with the algorithm of gradient or genetic algorithm. This method can be used to solve many problems of IPs and MIPs in the application fields, including practical problems in the engineering and management. Numerical examples illustrate the feasibility of the algorithm.
【Fund】: 国家自然科学基金项目;; 高等学校骨干教师资助项目
【CateGory Index】: O221.4
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