Groupe d’études et de recherche en analyse des décisions

G-89-38

Constrained Nonlinear 0-1 Programming

, et

We consider nonlinear programs in 0-1 variables with nonlinear constraints and survey the main approaches to their solution: (i) linearization; (ii) algebraic methods; (iii) enumerative methods and (iv) cutting-plane methods. We also present an extensive computational comparison of algorithms of all four categories. Enumerative methods appear to be the most promising.

, 63 pages

Ce cahier a été révisé en février 1993