Foraging-Directed Adaptive Linear Programming: An Algorithm for Solving Nonlinear Mixed Discrete/Continuous Design Problems

Design models often contain a combination of discrete, integer, and continuous variables. Previously, the Adaptive Linear Programming (ALP) Algorithm, which is based on sequential linearization, has been used to solve design models composed of continuous and Boolean variables. In this paper, we extend the ALP Algorithm using a discrete heuristic based on the analogy of an animal foraging for food. This algorithm for mixed discrete/continuous design problems integrates ALP and the foraging search and is called Foraging-directed Adaptive Linear Programming (FALP). Two design studies are presented to illustrate the effectiveness and behavior of the algorithm.