A direct search approach to nonlinear integer programming

Bruce A. Murtagh, Stephen J. Sugden

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

An approach lo the solution of large-scale nonlinear programming problems with integer restrictions on some of the variables is described. The method is based on the MINOS large-scale optimization algorithm and involves adjustment of the superbasic variables in integer steps. The direct-search procedure commences from a continuous (relaxed) optimal solution and seeks the nearest integer-feasible solution in terms of objective function value. Computational experience on a wide variety of nonlinear problems is reported.

Original languageEnglish
Pages (from-to)171-189
Number of pages19
JournalOptimization Methods and Software
Volume4
Issue number3
DOIs
Publication statusPublished - 1994

Keywords

  • Direct search
  • Large-scale optimization
  • Nonlinear integer programming
  • Optimization software

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