Numerical experiments with nonconvex MINLP problems

Fernandes, Florbela P.; Costa, Maria F.P.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/2792

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Authors

Fernandes, Florbela P.

Costa, Maria F.P.

Fernandes, Edite M.G.P.

Abstract(s)

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.

Keywords

Mixed-integer programming Branch-and-bound Stochastic method

URI

http://hdl.handle.net/10198/2792

Citation

Fernandes, Florbela P.; Costa, Maria F.P.; Fernandes, Edite M. G. P. (2010). Numerical experiments with nonconvex MINLP problems. In ICNAAM - 9th International Conference of Numerical Analysis and Applied Mathematics. Grécia Rhodes.