Group for Research in Decision Analysis

G-96-42

Coupling Genetic Algorithm with a Grid Search Method to Solve Mixed Integer Nonlinear Programming Problems

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A new hybrid algorithm is being introduced for solving Mixed Integer Nonlinear Programming (MINLP) problems which arise from study of many real-life engineering problems such as the minimum cost development of oil fields and the optimization of a multiproduct batch plant. This new algorithm employs both the Genetic Algorithm and a modified grid search method interfacing in such a way that the resulting hybrid algorithm is capable of solving many MINLP problems efficiently and accurately. Testings indicate that this algorithm is efficient and robust even for some ill-conditioned problems with nonconvex constraints.

, 18 pages

This cahier was revised in January 1998