Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
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Publication:1653960
Summary: Inexact restoration (IR) is a well established technique for continuous minimization problems with constraints that can be applied to constrained optimization problems with specific structures. When some variables are restricted to be integer, an IR strategy seems to be appropriate. The IR strategy employs a restoration procedure in which one solves a standard nonlinear programming problem and an optimization procedure in which the constraints are linearized and techniques for mixed-integer (linear or quadratic) programming can be employed.
Recommendations
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Cited in
(6)- Inexact-restoration algorithm for constrained optimization
- Inexact restoration for derivative-free expensive function minimization and applications
- A flexible inexact-restoration method for constrained optimization
- An inexact restoration approach to optimization problems with multiobjective constraints under weighted-sum scalarization
- On the complexity of an inexact restoration method for constrained optimization
- Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
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