An Algorithm for Finding Global Minimum of Nonlinear Integer Programming

An Algorithm for Finding Global Minimum of Nonlinear Integer Programming

Year:    2004

Author:    Weiwen Tian, Liansheng Zhang

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 1 : pp. 69–78

Abstract

A filled function is proposed by R.Ge[2] for finding a global minimizer of a function of several continuous variables. In [4], an approach for finding a global integer minimizer of nonlinear function using the above filled function is given. Meanwhile a major obstacle is met: if $ρ > 0$ is small, and $||x_I-\overset{*}{x}_I||$ is large, where $x_I$ - an integer point, $\overset{*}{x}_I$ - a current local integer minimizer, then the value of the filled function almost equals zero. Thus it is difficult to recognize the size of the value of the filled function and can not find the global integer minimizer of nonlinear function. In this paper, two new filled functions are proposed for finding global integer minimizer of nonlinear function, and the new filled function improves some properties of the filled function proposed by R. Ge [2].
Some numerical results are given, which indicate the new filled function (4.1) to find global integer minimizer of nonlinear function is efficient.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2004-JCM-10335

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 1 : pp. 69–78

Published online:    2004-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Local integer minimizer Global integer minimizer Filled function.

Author Details

Weiwen Tian

Liansheng Zhang