演講者:洪宗乾教授
單 位:屏東科技大學工業管理系
日 期:2011年11月2日 PM 14:30
地 點:國立高雄大學理學院408室
講 題:An algorithm to solve mixed integer programming in continuous areas
摘 要:
Many practical problems are mixed integer programming problems. However, mixed integer programming problems are the most complicated optimization problems and most of them still do not have efficient algorithms to approach the solutions so far. It is because the number of feasible solutions increases exponentially with the size of their discrete variables and these feasible solutions are isolated to each other. Therefore, we develop a method to rewrite a mixed integer programming problem into an equivalent nonlinear programming problem. Then we can solve a mixed integer programming problem only in a continuous feasible solution set and use the well-developed tools in nonlinear programming to approach the optimal solution. In this talk I will introduce some applications of mixed integer programming, show how to convert discrete decision variables into continuous ones and discuss the advantage after converting discrete decision variables into continuous ones.