Reduction method with multistart technique for semi-infinite programming problems

Pereira, Ana I.; Fernandes, Florbela P.; Costa, Maria F.P.; Fernandes, Edite M.G.P.

http://hdl.handle.net/10198/7484

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Authors

Pereira, Ana I.

Fernandes, Florbela P.

Costa, Maria F.P.

Fernandes, Edite M.G.P.

Abstract(s)

Semi-infinite programming problems can be efficiently solved by reduction type methods. In this work a new global reduction method for semi-infinite programming is presented. The multilocal optimization is carried out with a multistart technique and the reduced problem is approximately solved by a primal-dual interior point method combined with a two-dimensional filter line search strategy. The filter strategy is used to promote the global convergence of the algorithm. Numerical experiments with a set of well-known problems are shown and comparisons with other methods are presented.

Keywords

Nonlinear programming Multistart Semi-infinite programming

URI

http://hdl.handle.net/10198/7484

Citation

Pereira, Ana I.; Fernandes, Florbela P.; Costa, Maria F.P.; Fernandes, Edite M.G.P. (2012). Reduction method with multistart technique for semi-infinite programming problems. In EURO 2012. Vilnius -- Lituânia.