Branch-and-bound reduction type method for semi-in finite programming

Pereira, Ana I.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/10359

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Authors

Pereira, Ana I.

Fernandes, Edite M.G.P.

Abstract(s)

Semi-infinite programming (SIP) problems can be efficiently solved by reduction type methods. Here, we present a new reduction method for SIP, where the multi-local optimization is carried out with a multi-local branch-and-bound method, the reduced (finite) problem is approximately solved by an interior point method, and the global convergence is promoted through a two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown.

Keywords

Nonlinear optimization Semi-infinite programming Global optimization

URI

http://hdl.handle.net/10198/10359

Citation

Pereira, Ana I.; Fernandes, Edite M.G.P. (2011). Branch-and-bound reduction type method for semi-in finite programming. In 11th International Conference on Computational Science and Its Applications (ICCSA) e Gervasi, Beniamino Murgante Osvaldo [et al.] (eds.) Computational Science and its applications - ICCSA 2011. Springer-Verlag. 6784, p. 287-299. ISBN 978-3-642-21930-6,