Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/55224

TitleA penalty approach for solving nonsmooth and nonconvex MINLP problems
Author(s)Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
KeywordsDIRECT
MINLP
Oracle
Penalty function
Issue date1-Jan-2018
PublisherSpringer
JournalSpringer Proceedings in Mathematics and Statistics
Abstract(s)This paper presents a penalty approach for globally solving nonsmooth and nonconvex mixed-integer nonlinear programming (MINLP) problems. Both integrality constraints and general nonlinear constraints are handled separately by hyperbolic tangent penalty functions. Proximity from an iterate to a feasible promising solution is enforced by an oracle penalty term. The numerical experiments show that the proposed oracle-based penalty approach is effective in reaching the solutions of the MINLP problems and is competitive when compared with other strategies.
TypeConference paper
URIhttp://hdl.handle.net/1822/55224
ISBN9783319715827
DOI10.1007/978-3-319-71583-4_4
ISSN2194-1009
Peer-Reviewedyes
AccessOpen access
Appears in Collections:CAlg - Artigos em livros de atas/Papers in proceedings
CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review

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