Comparison of penalty functions on a penalty approach to mixed-integer optimization

Detalhes bibliográficos
Autor(a) principal: Francisco, Rogério Brochado
Data de Publicação: 2016
Outros Autores: Costa, M. Fernanda P., Rocha, Ana Maria A. C., Fernandes, Edite Manuela da G. P.
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/1822/44067
Resumo: In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the ‘erf’ function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.
id RCAP_faa680b364752dfeff53a8e85988fbfa
oai_identifier_str oai:repositorium.sdum.uminho.pt:1822/44067
network_acronym_str RCAP
network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository_id_str https://opendoar.ac.uk/repository/7160
spelling Comparison of penalty functions on a penalty approach to mixed-integer optimizationMixed-integerPenalty functionFirefly algorithmCiências Naturais::MatemáticasScience & TechnologyIn this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the ‘erf’ function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.The authors would like to thank the financial support from FCT (Fundação para a Ciência e Tecnologia, Portugal) in the scope of the projects: PEst-OE/MAT/UI0013/2014 and PEst-UID/CEC/00319/2013.AIP PublishingUniversidade do MinhoFrancisco, Rogério BrochadoCosta, M. Fernanda P.Rocha, Ana Maria A. C.Fernandes, Edite Manuela da G. P.2016-062016-06-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/44067eng97807354139240094-243X10.1063/1.4952100http://dx.doi.org/10.1063/1.4952100info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-11T06:31:49Zoai:repositorium.sdum.uminho.pt:1822/44067Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T15:56:12.763442Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Comparison of penalty functions on a penalty approach to mixed-integer optimization
title Comparison of penalty functions on a penalty approach to mixed-integer optimization
spellingShingle Comparison of penalty functions on a penalty approach to mixed-integer optimization
Francisco, Rogério Brochado
Mixed-integer
Penalty function
Firefly algorithm
Ciências Naturais::Matemáticas
Science & Technology
title_short Comparison of penalty functions on a penalty approach to mixed-integer optimization
title_full Comparison of penalty functions on a penalty approach to mixed-integer optimization
title_fullStr Comparison of penalty functions on a penalty approach to mixed-integer optimization
title_full_unstemmed Comparison of penalty functions on a penalty approach to mixed-integer optimization
title_sort Comparison of penalty functions on a penalty approach to mixed-integer optimization
author Francisco, Rogério Brochado
author_facet Francisco, Rogério Brochado
Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
author2_role author
author
author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Francisco, Rogério Brochado
Costa, M. Fernanda P.
Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Mixed-integer
Penalty function
Firefly algorithm
Ciências Naturais::Matemáticas
Science & Technology
topic Mixed-integer
Penalty function
Firefly algorithm
Ciências Naturais::Matemáticas
Science & Technology
description In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the ‘erf’ function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.
publishDate 2016
dc.date.none.fl_str_mv 2016-06
2016-06-01T00:00:00Z
dc.type.driver.fl_str_mv conference paper
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/44067
url http://hdl.handle.net/1822/44067
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 9780735413924
0094-243X
10.1063/1.4952100
http://dx.doi.org/10.1063/1.4952100
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv AIP Publishing
publisher.none.fl_str_mv AIP Publishing
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833595631860449280

Registros relacionados