A new discrete filled function method for finding global minimizer of the integer programming

摘要

In this paper, a new discrete filled function method is proposed for finding a global minimizer of integer programming problems. Only one parameter is included in the proposed filled function and it does not need to be adjusted further when it is taken as large as possible; moreover, the current local minimizer obtained by minimizing the proposed filled function will be one of the local minimizers of the original problem and it is better than the minimizers found previously. Thus it is not necessary to use a local search method to the original function. As a result, the computation cost of the proposed discrete filled function method is relatively low. Numerical results demonstrate the effectiveness of the proposed method.