An optimal control approach to nonlinear mixed integer programming problems

被引：19
|
作者：
Lee, HWJ [1 ]
Teo, KL
Cai, XQ
机构：
[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, NT, Hong Kong
[2] Curtin Univ Technol, Sch Math & Stat, Perth, WA 6001, Australia
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1998年 / 36卷 / 03期
基金：
澳大利亚研究理事会;
关键词：
nonlinear discrete optimization; mixed integer programming; optimal control; control parametrization enhancing technique;
D O I：
10.1016/S0898-1221(98)00131-X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Motivated by the recent developments of the Control Parametrization Enhancing Technique (CPET), a novel method for solving a general class of nonlinear mixed integer programming problems is introduced in this paper. By imposing appropriate dynamics as well as a set of statistical variance type of functional constraints, a problem with mixed integer decision variables is first transformed into a discrete-valued optimal control problem, and then transformed, by applying CPET, into a standard optimization problem involving only continuous values. (C) 1998 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：87 / 105
页数：19
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