An augmented filled function for global nonlinear integer optimization

DOI10.1007/S11750-020-00555-0MaRDI QIDQ828743zbMATH OpenOpenAlexFDO

Authors H. Scolnik, Juan Pablo Di Mauro

Publication date 5 May 2021

Published in Top (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.11978

zbMATH Keywords

nonlinear optimizationapproximate algorithmsdiscrete filled functiondiscrete global optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Integer programming (90C10)

Abstract: The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However, they rely on the steepest descent method for local searches. Here we present an approach that does not depend on a particular local optimization method, and a new discrete filled function with the useful property that a good continuous global optimization algorithm applied to it leads to an approximation of the solution of the nonlinear discrete problem. Numerical results are given showing the efficiency of the new approach.

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Cites work

• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Curvilinear Search Using Tridiagonal Secant Updates for Unconstrained Optimization
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Cited in

(5)

• A critical review of discrete filled function methods in solving nonlinear discrete optimization problems
• Modified filled function method for global discrete optimization
• Discrete filled function method for discrete global optimization
• Discrete global optimization problems with a modified discrete filled function
• Parameter-free filled function method for nonlinear integer program

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