0-1规划的一种连续化和罚函数解法

A continuous approach to 0-1 program and its solution with penalty function algorithm

针对0-1规划问题变量的离散特点,提出一种连续化和罚函数解法。先通过一个非线性等式约束表示为[0,1]区间上等价的连续变量非线性规划等式,再利用罚函数法将约束问题转化为无约束问题求解。对多个算例进行计算,数值结果表明该方法是可行和有效的。

To optimize the 0-1 programming,a method of penalty function is proposed,according to the feature of discrete variables. In this paper,a 0-1 discrete programming problem is converted to an equivalent continuous nonlinear programming formulation on the domain of [0,1] by a nonlinear equality constraint,then the constraint nonlinear problem is transformed into unconstraint nonlinear problem by means of penalty function. Two examples are presented and the numerical results show that the approach is affective and accurate.