A trust-region-based derivative free algorithm for solving bound constrained mixed integer nonlinear programs is developed in this paper. The algorithm is proven to converge to a local minimum after a finite number of...
详细信息
A trust-region-based derivative free algorithm for solving bound constrained mixed integer nonlinear programs is developed in this paper. The algorithm is proven to converge to a local minimum after a finite number of function evaluations. In addition, an improved definition of local minima of mixed integer programs is proposed. Computational results showing the effectiveness of the derivative free algorithm are presented.
In this paper, we propose a new family of NCP-functions and the corresponding merit functions, which are the generalization of some popular NCP-functions and the related merit functions. We show that the new NCP-funct...
详细信息
暂无评论