The methods for discrete-integer-continuous variable nonlinear optimization are reviewed. They are classified into the following six categories: branch and bound, simulated annealing, sequential linearization, penalty functions, Lagrangian relaxation, and other methods. Basic ideas of each method are described and details of some of the algorithms are given. They are transcribed into a step-by-step format for easy implementation into a computer. Under "other methods", rounding-off, heuristic, cutting-plane, pure discrete, and genetic algorithms are described. For nonlinear problems, none of the methods are guaranteed to produce the global minimizer; however, "good practical" solutions can be obtained.
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