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非线性整规划中的精确光滑罚函数(英文) 被引量:1

Some Smooth Global Exact Penalty Functions for Nonlinear Integer Programming
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摘要 本文提出了几个非线性整规划中的全局精确光滑罚函数,每个罚函数有两个参数,并且给出了每个罚函数的精确罚参数的估计值.最后,我们举例说明了所提出的罚方法在具有整系数多项式目标函数及约束函数的整数规划中的应用. In this paper, some smooth global exact penalty functions are proposed for integer programming. Each of these penalty functions has two parameters, and the specific threshold-values of the exact penalty parameters are obtained for each case. Finally we illustrate the application of the proposed penalty formulations in polynomial integer programming problem with integer-coefficient objective function and constraint functions.
机构地区 上海大学数学系
出处 《运筹学学报》 CSCD 北大核心 2003年第1期19-27,共9页 Operations Research Transactions
基金 This research was partially supported by the National Science Foundation of China under Grant 19871053
关键词 非线性整规划 精确光滑罚函数 罚参数 最优解 性质 Nonlinear integer programming, penalty function, smooth exact penalty function.
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  • 1Cooper, M. W.(1981). A survey ofmethods for pure nonlinear programming Management Sci. 27 (3), 353-361.
  • 2Gupta, O. K. and A. Ravindran. (1985). Branch and bound experiments in convexnonlinear integer programming. Management Sci. 31 (12), 1533-1546.
  • 3Korner, F. (1988). A new branching rule for the branch and bound algorithm forsolving nonlinear integer programming problems. BIT 28, 701-708.
  • 4Sinclair, M. (1986). An exact penalty function approach for nonlinear integerprogramming problems. European J. Oper. Res. 27 50-56.
  • 5Sun, X. L., D. Li. (1999). A logarithmic-exponential penalty formulation fornonlinear integer programming. Applied Mathematics Letters 12(3) 73-77.

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