by J. Sameith
Preprint series: 04-01 , Reports on Optimization
Abstract: The penalty method is a method to generate alternative solutions for many discrete optimization problems. A penalty parameter easily allows to have influence on the difference between optimal and alternative solution.
We experimentally test the penalty method for three optimization problems (shortest paths, assignments, travelling salesman) with parameters that change between planning phase and realization phase.
Keywords: multiple choice system, true alternative, uncertainty, penalty method, k-best algorithm