Finding discrete global minima with a filled function for integer programming

You-lin Shang and Lian-sheng Zhang

European Journal of Operational Research, 2008, vol. 189, issue 1, 31-40

Abstract: The filled function method is an approach to find the global minimum of multidimensional functions. This paper proposes a new definition of the filled function for integer programming problem. A filled function which satisfies this definition is presented. Furthermore, we discuss the properties of the filled function and design a new filled function algorithm. Numerical experiments on several test problems with up to 50 integer variables have demonstrated the applicability and efficiency of the proposed method.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:189:y:2008:i:1:p:31-40

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