AN IMPROVED BRANCH-AND-BOUND ALGORITHM FOR MIXED-INTEGER NONLINEAR PROGRAMS

被引：134
|
作者：
BORCHERS, B
MITCHELL, JE
机构：
[1] Department of Mathematics, New Mexico Tech, Socorro
[2] Department of Mathematical Sciences, Rensselaer Polytechnic Institute, Troy
来源：
COMPUTERS & OPERATIONS RESEARCH | 1994年 / 21卷 / 04期
关键词：
D O I：
10.1016/0305-0548(94)90024-8
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This paper describes an improved branch and bound code for zero-one mixed integer nonlinear programs with convex objective functions and constraints. The code uses Lagrangian duality to obtain lower bounds. The code also uses early branching to avoid solving some subproblems to optimality. Computational results show substantial performance improvements on many problems.
引用
收藏
页码：359 / 367
页数：9
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