2017
DOI: 10.1007/978-3-319-62398-6_8
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Continuous Relaxation of MINLP Problems by Penalty Functions: A Practical Comparison

Abstract: A practical comparison of penalty functions for globally solving mixed-integer nonlinear programming (MINLP) problems is presented. The penalty approach relies on the continuous relaxation of the MINLP problem by adding a specific penalty term to the objective function. A new penalty algorithm that addresses simultaneously the reduction of the error tolerances for optimality and feasibility, as well as the reduction of the penalty parameter, is designed. Several penalty terms are tested and different penalty p… Show more

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Cited by 2 publications
(1 citation statement)
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“…For the hydraulic constraints in the operation optimization model of the LNG submerged pump system of the LNG receiving terminal, the penalty function f is constructed to solve the problem [21].…”
Section: Model Solvingmentioning
confidence: 99%
“…For the hydraulic constraints in the operation optimization model of the LNG submerged pump system of the LNG receiving terminal, the penalty function f is constructed to solve the problem [21].…”
Section: Model Solvingmentioning
confidence: 99%