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AN IMPROVED SEARCH ALGORITHM FOR SOLVING MIXED-INTEGER NON LINEAR PROGRAMMING PROBLEM

Pengarapen bangun et al.

Abstract


The special nonlinear mathematical programming problem which is
addressed in this paper has a structure characterized by a subset of
variables restricted to assume discrete values, which are linear and
seperable from the continuous variables. The strategy of releasing
nonbasic variables from their bounds, combined with the "active
conshaint" method and the notion of superbasics, has been developed
for efficiently tackling such a problem by ignoring the integrality
requirements, this strategy is used to force the appropriate non-integer
basic variables to move to their neighbourhood integer points. A study
of criteria for choosing a nonbasic variable to work with in the
integerizing shategy has also been made. Successful implementation of
these algorithms was achieved on various test problems. The result
show that the proposed integerizing strategy is promosing in tackling
certain classes of mixed integer programming problems.


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