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Orientador(es)
Resumo(s)
Semi-infinite programming problems can be efficiently solved by reduction type methods. Here, we present a new global reduction method for Semi-infinite programming, where the multi-local optimization is carried out with a stretched simulated annealing algorithm, the reduced problem is approximately solved by a primal-dual interior point method combined with a three-dimensional filter line search strategy, and the global convergence is promoted through a two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown.
Descrição
Palavras-chave
Semi-infinite programming Nonlinear optimization
Contexto Educativo
Citação
Pereira, Ana I.; Costa, M. Fernanda; Fernandes, Edite M.G.P. (2010). Solving semi-infinite programming problems using filter method. In 8th EUROPT Workshop on Advances in Continuous Optimization.
Editora
The Association of European Operational Research Societies