Algorithm to transform an arbitrary MIP problem into the corresponding formulation for PSO Is there an algorithm to transform an arbitrary Mixed Integer Programming problem into the corresponding formulation for Particle Swarm Optimization? I have found some information related to the use of penalty functions to avoid violation of constraints, but not a well defined procedure to convert the objective function and each of the constraints as required for a PSO solution.
Ok, I have found how to do this by reading Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics. Chapters 7 and 10 clearly explain the possibilities, essentially the penalty method and the use of Lagrange multipliers coupled with Kuhn-Tucker conditions if necessary.