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Exact Penalty Functions for Nonlinear Integer Programming Problems

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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)

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    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.

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    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2009-10.pdf
    File Function: First version, 2009
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    Bibliographic Info

    Paper provided by Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" in its series DIS Technical Reports with number 2009-10.

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    Date of creation: 2009
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    Handle: RePEc:aeg:wpaper:2009-10

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    Keywords: nonlinear integer programming; continuous programming; exact penalty functions.;

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