A FILLED FUNCTION METHOD FOR BOX CONSTRAINED NONLINEAR INTEGER PROGRAMMING

A New Quasi-Filled Function Method for Constrained Global Optimization

In this paper, a class of new auxiliary function with one parameter on constrained problem for escaping the current local minimizer of global optimization problem is proposed. Firstly, we give a definition of the quasifilled function for constrained problem and under some mild assumptions, we prove the proposed auxiliary function is a quasi-filled function. Then, a new algorithm is presented ac...

A filled function method for constrained global optimization

In this paper, a Þlled function for escaping the current local minimizer of a constrained global optimization problem is proposed. Then a Þlled function method for obtaining a global minimizer of the constrained optimization problem is presented. By this method, a global minimizer of a constrained global optimization problem can be obtained just by searching local minimizers of the original con...

A trust-region method for box-constrained nonlinear semidefinite programs

We propose a trust-region method for nonlinear semidefinite programs with box-constraints. The penalty barrier method can handle this problem, but the size of variable matrices available in practical time is restricted to be less than 500. We develop a trust-region method based on the approach of Coleman and Li (1996) that utilizes the distance to the boundary of the box-constraints into consid...

A box-constrained differentiable penalty method for nonlinear complementarity problems

A Chance Constrained Integer Programming Model for Open Pit Long-Term Production Planning

The mine production planning defines a sequence of block extraction to obtain the highest NPV under a number of constraints. Mathematical programming has become a widespread approach to optimize production planning, for open pit mines since the 1960s. However, the previous and existing models are found to be limited in their ability to explicitly incorporate the ore grade uncertainty into the p...