A FILLED FUNCTION METHOD FOR BOX CONSTRAINED NONLINEAR INTEGER PROGRAMMING

A newlled function method is presented in this paper to solve box-constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local min- imizer can be obtained by local search starting from an improved initial point which is obtained by locally solving a box-constrained integer pro- gramming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.