A direct search approach to nonlinear integer programming
Murtagh, Bruce A.; Sugden, Stephen J.; Murtagh, Bruce A.; Graduate School of Management, Macquarie University; Sugden, Stephen J.; School of Information Technology, Bond University
Журнал:
Optimization Methods and Software
Дата:
1994
Аннотация:
An approach to the solution of large-scale nonlinear programming problems with initeger restrictions on some of the variables is described. The method is based on the MINOS large-scale optimization algorithm and involves adjustment of the superbasic variables in integer steps. The directhsearch procedure commences from a continuous (relaxed) optimal solution and seeks the nearest integer-feasible solution in terms of objective function value. Computational experience on a wide variety of nonlinear problems is reported.
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