An optimal control approach to nonlinear mixed integer programming problems

Heung Wing Joseph Lee, K. L. Teo, X. Q. Cai

Research output: Journal article publicationJournal articleAcademic researchpeer-review

12 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)87-105
Number of pages19
JournalComputers and Mathematics with Applications
Volume36
Issue number3
DOIs
Publication statusPublished - 1 Jan 1998
Externally publishedYes

Keywords

  • Control parametrization enhancing technique
  • Mixed integer programming
  • Nonlinear discrete optimization
  • Optimal control

ASJC Scopus subject areas

  • Modelling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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