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|Title:||Comparison of penalty functions on a penalty approach to mixed-integer optimization|
|Author(s):||Francisco, Rogério Brochado|
Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
|Journal:||AIP Conference Proceedings|
|Abstract(s):||In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the ‘erf’ function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.|
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