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Penalty Formulation for Zero-One Nonlinear Programming
Technical documentation   Open access

Penalty Formulation for Zero-One Nonlinear Programming

Bahman Kalantari and J. Ben Rosen
Rutgers University
1986
DOI:
https://doi.org/10.7282/T3KW5KH0

Abstract

Penalty formulations Concave minimization Global optimization
Raghavachar, has shown the equivalence of zero-one integer programming and a concave quadratic penalty function for a sufficiently large value of the penalty. Kalantari and Rosen found a lower bound for this penalty. It was also shown that this penalty could not be reduced in specific cases. We show that the results generalize to the case where the objective function is any concave function. Equivalent penalty formulation for non-concave functions is also considered.
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