DocumentCode :
296104
Title :
Penalty formulation for 0-1 linear programming problem: a neural network approach
Author :
Aourid, S.M. ; Dai Do, X. ; Kaminska, B.
Author_Institution :
Dept. d´´Inf. et de Recherche Oper., Montreal Univ., Que., Canada
Volume :
4
fYear :
1995
fDate :
Nov/Dec 1995
Firstpage :
1690
Abstract :
A lower bound for the penalty parameter μ that ensures the equivalence between 0-1 linear programming problem and concave quadratic penalty, has been proposed by Kalantari et al. (1982, 1987). To determine the lower bound for this parameter some related problems must be solved. In this paper by considering a neural network architecture to solve the equivalent problem, a lower bound is determined easily. The idea here is to find a suitable energy function not necessary concave such that the minima of this energy corresponds exactly to the minima of initial problem. A simulation example is given to show the effectiveness of the authors´ approach
Keywords :
integer programming; linear programming; neural nets; 0-1 linear programming problem; concave quadratic penalty; energy function; neural network approach; penalty formulation; Artificial neural networks; Cost function; Ear; Energy states; Erbium; Intellectual property; Linear programming; Lyapunov method; Neural networks; Stability;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Neural Networks, 1995. Proceedings., IEEE International Conference on
Conference_Location :
Perth, WA
Print_ISBN :
0-7803-2768-3
Type :
conf
DOI :
10.1109/ICNN.1995.488873
Filename :
488873
Link To Document :
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