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Exact Penalty Functions for Nonlinear Integer Programming Problems

Author

Listed:
  • 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)

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.

Suggested Citation

  • Stefano Lucidi & Francesco Rinaldi, 2009. "Exact Penalty Functions for Nonlinear Integer Programming Problems," DIS Technical Reports 2009-10, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  • Handle: RePEc:aeg:wpaper:2009-10
    as

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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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