Interior point filter method for semi-infinite programming problems

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

http://hdl.handle.net/10198/7531

Use this identifier to reference this record.

Name:	Description:	Size:	Format:
Paper_optimization2011.pdf		273.97 KB	Adobe PDF	Download

Send Feedback

Authors

Pereira, Ana I.

Costa, M. Fernanda P.

Fernandes, Edite M.G.P.

Abstract(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.

Keywords

Nonlinear optimization Semi-infinite programming Interior point method Filter method Line search technique

URI

http://hdl.handle.net/10198/7531

Citation

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.