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Advisor(s)
Abstract(s)
We present a reduction method for solving semi-infinite programming problems based on simulated annealing method equipped with a function stretching as a multi-local procedure and the penalty technique to solve the sequence of finite problems. To guarantee the global convergence of the algorithm we use an extension of penalty merit function. Our preliminary numerical results seem to show that the algorithm has a satisfactory computational behaviour.
Description
Keywords
Semi-infinite programming Nonlinear optimization
Pedagogical Context
Citation
Pereira, Ana I.; Fernandes, Edite M.G.P. (2006). A reduction type method for solving semi-infinite programming problems. In Book of Abstracts of the 21th European Conference on Operations Research. Reykjavik - Iceland.