A reduction method for semi-infinite programming by means of a global stochastic approach

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

http://hdl.handle.net/10198/1252

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Authors

Pereira, Ana I.

Fernandes, Edite M.G.P.

Abstract(s)

We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.

Keywords

Semi-infinite programming Reduction method Simulated annealing Penalty method Exponential function

URI

http://hdl.handle.net/10198/1252

Citation

Pereira, Ana I.; Fernandes, Edite M.G.P. (2009). A reduction method for semi-infinite programming by means of a global stochastic approach. Optimization. ISSN 1029-4945. 58:6 (2009) p.713-726