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Orientador(es)
Resumo(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 stretched simulated annealing algorithm, the reduced (finite) problem is approximately solved
by a Newton’s primal–dual interior point method that uses a novel twodimensional
filter line search strategy to guarantee the convergence to a KKT point that is a minimizer, and the global convergence of the overall reduction method is promoted through the implementation of a classical two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown.
Descrição
Palavras-chave
Nonlinear optimization Semi-infinite programming Interior point method Filter method Line search technique
Contexto Educativo
Citação
Pereira, Ana I.; Costa, M. Fernanda; P.; Fernandes, Edite M.G.P. (2011). Interior point filter method for semi-infinite programming problems. Optimization. ISSN 0233-1934. 60:10-11, p. 1309-1338.
Editora
Taylor & Francis