Exact Penalty Functions for Nonlinear Integer Programming Problems

Stefano Lucidi () and Francesco Rinaldi ()
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Stefano Lucidi: Dipartimento di Informatica e Sistemistica Sapienza Universita' di Roma Via Ariosto, 25 - 00185 Roma - Italy
Francesco Rinaldi: Dipartimento di Informatica e Sistemistica Sapienza Universita' di Roma Via Ariosto, 25 - 00185 Roma - Italy

No 2009-10, DIS Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

Abstract: In this work, we study exact continuous reformulations of nonlinear integer programming problems. To this aim, we preliminarily state conditions to guarantee the equivalence between pairs of general nonlinear problems. Then, we prove that optimal solutions of a nonlinear integer programming problem can be obtained by using various exact penalty formulations of the original problem in a continuous space.

Keywords: nonlinear integer programming; continuous programming; exact penalty functions. (search for similar items in EconPapers)
Date: 2009
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http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2009-10.pdf First version, 2009 (application/pdf)

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