An optimal control approach to nonlinear mixed integer programming problems

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

doi:10.1016/S0898-1221(98)00131-X

An optimal control approach to nonlinear mixed integer programming problems

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

Research output: Journal article publication › Journal article › Academic research › peer-review

19 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 language	English
Pages (from-to)	87-105
Number of pages	19
Journal	Computers and Mathematics with Applications
Volume	36
Issue number	3
DOIs	https://doi.org/10.1016/S0898-1221(98)00131-X
Publication status	Published - 1 Jan 1998
Externally published	Yes

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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10.1016/S0898-1221(98)00131-X

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An optimal control approach to nonlinear mixed integer programming problems

Abstract

Keywords

ASJC Scopus subject areas

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