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A note on adapting methods for continuous global optimization to the discrete case

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Abstract

In this note we show that various branch and bound methods for solving continuous global optimization problems can be readily adapted to the discrete case. As an illustration, we present an algorithm for minimizing a concave function over the integers contained in a compact polyhedron. Computational experience with this algorithm is reported.

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Benson, H.P., Selcuk Erenguc, S. & Horst, R. A note on adapting methods for continuous global optimization to the discrete case. Ann Oper Res 25, 243–252 (1990). https://doi.org/10.1007/BF02283698

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