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Questions tagged [penalty-based-optimization]

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How to transform this BIP into LP with the help of penalty function?

I have an BIP problem as below $$\underset{\bf b}{\max}{\bf u}^T\bf b$$ $$\text{subject to}$$ $${\bf Ab}\le1$$ Here, ${\bf b}=\{b_1,b_2,\cdots,b_N\}$ is a column vector of decision/optimization ...
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