An Auxiliary Function Method for Global Minimization in Integer Programming

Abstract EN

An auxiliary function method is proposed for finding the global minimizer of integer programming problem.

Firstly, we propose a method to transform the original problem into an integer programming with box constraint, which does not change the properties of the original problem.

For the transformed problem, we propose an auxiliary function to escape from the current local minimizer and to get a better one.

Then, based on the proposed auxiliary function, a new algorithm to find the global minimizer of integer programming is proposed.

At last, numerical results are given to demonstrate the effectiveness and efficiency of the proposed method.