AN IMPROVED SURROGATE CONSTRAINTS METHOD FOR SEPARABLE NONLINEAR INTEGER PROGRAMMING

Heuristics for Integer Programming Using Surrogate Constraints

This paper proposes a class of surrogate constraint heuristics for obtaining approximate, 'near optimal solutions to integer programming problems. These heuris· tics are based on a simple framework that illuminates the character of several carlier heuristic proposals and provides a variety of new alternatives. The paper also pro· poses additional heuristics that can be used either to supplement...

An Improved Approach For Solving Mixed-Integer Nonlinear Programming Problems

This special class of a nonlinear mathematical programming problem which is addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method and the notion of superbasics, ha...

Modified Gauss Elimination Technique for Separable Nonlinear Programming Problem

Improved Linear Integer Programming Formulations of Nonlinear Integer Problems*

A variety of combinatorial problems (e.g., in capital budgeting, scheduling, allocation) can be expressed as a linear integer programming problem. However, the standard devices for doing this often produce an inordinate number of variables and constraints, putting the problem beyond the practical reach of available integer programming methods. This paper presents new formulation techniques for ...

A nonlinear multi objective model for the product portfolio optimization: An integer programming

Optimization of the product portfolio has been recognized as a critical problem in industry, management, economy and so on. It aims at the selection of an optimal mix of the products to offer in the target market. As a probability function, reliability is an essential objective of the problem which linear models often fail to evaluate it. Here, we develop a multiobjective integer nonlinear cons...