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Numerical experiments with nonconvex MINLP problems

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Detalhes bibliográficos
Resumo:We present a methodology to solve nonconvex Mixed-Integer Nonlinear Programming problems, that combines the Branch-and-Bound and simulated annealing type methods, which was implemented in MATLAB. A set of benchmark functions with simple bounds and different dimensions was used to analyze its practical behaviour. We exhibit computational results showing the good performance of the method.
Autores principais:Costa, M. Fernanda P.
Outros Autores:Fernandes, Florbela P.; Fernandes, Edite Manuela da G. P.
Assunto:Mixed-integer programming Branch-and-bound Stochastic method
Ano:2010
País:Portugal
Tipo de documento:comunicação em conferência
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
Descrição
Resumo:We present a methodology to solve nonconvex Mixed-Integer Nonlinear Programming problems, that combines the Branch-and-Bound and simulated annealing type methods, which was implemented in MATLAB. A set of benchmark functions with simple bounds and different dimensions was used to analyze its practical behaviour. We exhibit computational results showing the good performance of the method.