A Penalty Approach for Solving Nonsmooth and Nonconvex MINLP Problems
This paper presents a penalty approach for globally solving nonsmooth and nonconvex mixed-integer nonlinear programming (MINLP) problems. Both integrality constraints and general nonlinear constraints are handled separately by hyperbolic tangent penalty functions. Proximity from an iterate to a feasible promising solution is enforced by an oracle penalty term. The numerical experiments show that the proposed oracle-based penalty approach is effective in reaching the solutions of the MINLP problems and is competitive when compared with other strategies.
KeywordsMINLP Penalty function DIRECT Oracle
The authors would like to thank two anonymous referees for their valuable comments and suggestions to improve the paper.
This work has been supported by COMPETE: POCI-01-0145-FEDER-007043 and FCT - Fundação para a Ciência e Tecnologia, within the projects UID/CEC/00319/2013 and UID/MAT/00013/2013.
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