Numerical experiments with nonconvex MINLP problems

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 practic...

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Bibliographic Details
Main Author: Fernandes, Florbela P. (author)
Other Authors: Costa, Maria F.P. (author), Fernandes, Edite M.G.P. (author)
Format: conferenceObject
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10198/2792
Country:Portugal
Oai:oai:bibliotecadigital.ipb.pt:10198/2792
Description
Summary: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.