TITLE:
An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems
AUTHORS:
Roohollah Aliakbari Shandiz, Nezam Mahdavi-Amiri
KEYWORDS:
Mixed Integer Nonlinear Programming, Continuous Programming, Exact Penalty Method, Exact Penalty Functions
JOURNAL NAME:
American Journal of Operations Research,
Vol.1 No.3,
September
30,
2011
ABSTRACT: We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.