Abstract:

This paper considers discrete global optimization problems. The traditional definition of the discrete filled function is modified in this paper. Based on the modified definition, a new discrete filled function is presented and an algorithm for discrete global optimization is developed from the discrete filled function. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the efficiency of the algorithm.

Key words: Filled function method ·, Discrete global optimization ·Nonlinear integer programming