Global optimization for mixed 0-1 programs with convex or separable continuous functions

Han-Lin Li*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

This paper proposes a global approach for solving mixed 0-1 programming problems containing convex or separable continuous functions. Given a mixed 0-1 polynomial term z = x1, x2… xng(Y) where x1, x2. xn are 0-1 integer variables and g(T) is a convex or a separable continuous function, we can transform z into a set of inequalities where x1, x2, …., xn and g(Y) are separated from each other. Based on this transformation, the original mixed 0-1 program can then be solved by a branch-and-bound method to obtain a global optimum.

Original languageEnglish
Pages (from-to)1068-1076
Number of pages9
JournalJournal of the Operational Research Society
Volume45
Issue number9
DOIs
StatePublished - Sep 1994

Keywords

  • Branch-and-bound
  • Mixed 0-1 programs
  • Separable programs

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