Developing an Exact Method for Solving Non Linear Integer Goal Programming Problems

Abstract

The nonlinear goal programming problem focused in this paper has a special structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, as used in linear goal program, combined with the reduced gradient method, has been developed. This strategy is used to force the appropriate non-integer basic variables within a priority level to move to their neighbourhood integer points.