A filled function method for constrained nonlinear integer programming

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April 2008, 4(2): 353-362. doi: 10.3934/jimo.2008.4.353

A filled function method for constrained nonlinear integer programming

Yongjian Yang ^1, , Zhiyou Wu ^2, and Fusheng Bai ^3,

1.	Department of Mathematics, Shanghai University, Shanghai 200444, China
2.	School of Information Technology and Mathematical Sciences, University of Ballarat, Victoria 3353, Australia
3.	School of Information Technology and Mathematical Sciencess, University of Ballarat, Ballarat, Victoria 3353, Australia

Received September 2006 Revised January 2008 Published April 2008

Abstract
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A filled function method is presented in this paper to solve constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local minimizer can be obtained by local search staring from an improved initial point which is obtained by locally solving a box-constrained integer programming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.

Keywords: Constrained nonlinear integer programming, filled function method, discrete global optimization..

Mathematics Subject Classification: Primary: 90C10; Secondary: 90C3.

Citation: Yongjian Yang, Zhiyou Wu, Fusheng Bai. A filled function method for constrained nonlinear integer programming. Journal of Industrial & Management Optimization, 2008, 4 (2) : 353-362. doi: 10.3934/jimo.2008.4.353

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