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An optimal control approach to nonlinear mixed integer programming problems

โœ Scribed by H.W.J. Lee; K.L. Teo; X.Q. Cai

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
984 KB
Volume
36
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

Motivated by the recent developments of the Control Parametrization Enhancing Technique (CPET), a novel method for solving a general cleee of nonlinear mixed integer prcgramming problems is introduced in thii paper. By imposing appropriate dynamice as well ee a set of statistical variance type of functional constraints, a problem with mixed integer decision variables is first transformed into a discretevalued optimal control problem, and then transformed, by applying CPET, into a standard optimization problem involving only continuous values.

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