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
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