Journal of Shanghai University(Natural Science Edition) ›› 2017, Vol. 23 ›› Issue (2): 276-289.doi: 10.3969/j.issn.1007-2861.2015.05.010

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An exponent deviation integral algorithm for mixed integer programming

YU Yaru, YAO Yirong   

  1. College of Sciences, Shanghai University, Shanghai 200444, China
  • Received:2015-07-27 Online:2017-04-30 Published:2017-04-30

Abstract:

This paper studies an exponent deviation integral approach to the mixed integer programming problem. A deviation integral function with good properties is proposed, and the optimality condition for a mixed integer programming problem is examined. Then an exponent deviation integral algorithm is developed. Numerical calculation is performed using the Monte-Carlo technique to show effectiveness and feasibility of the algorithm.

Key words:  exponent deviation integral ,  Monte-Carlo simulation,  optimality condition , mixed integer programming