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 ...