Publication
Interior point filter method for semi-infinite programming problems
| dc.contributor.author | Pereira, Ana I. | |
| dc.contributor.author | Costa, M. Fernanda P. | |
| dc.contributor.author | Fernandes, Edite M.G.P. | |
| dc.date.accessioned | 2012-09-13T10:07:04Z | |
| dc.date.available | 2012-09-13T10:07:04Z | |
| dc.date.issued | 2011 | |
| dc.description.abstract | 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. | por |
| dc.identifier.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. | por |
| dc.identifier.doi | 10.1080/02331934.2011.616894 | |
| dc.identifier.uri | http://hdl.handle.net/10198/7531 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Taylor & Francis | por |
| dc.subject | Nonlinear optimization | por |
| dc.subject | Semi-infinite programming | por |
| dc.subject | Interior point method | por |
| dc.subject | Filter method | por |
| dc.subject | Line search technique | por |
| dc.title | Interior point filter method for semi-infinite programming problems | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 1338 | por |
| oaire.citation.startPage | 1309 | por |
| oaire.citation.title | Optimization | por |
| person.familyName | Pereira | |
| person.givenName | Ana I. | |
| person.identifier.ciencia-id | 0716-B7C2-93E4 | |
| person.identifier.orcid | 0000-0003-3803-2043 | |
| person.identifier.rid | F-3168-2010 | |
| person.identifier.scopus-author-id | 15071961600 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | e9981d62-2a2b-4fef-b75e-c2a14b0e7846 | |
| relation.isAuthorOfPublication.latestForDiscovery | e9981d62-2a2b-4fef-b75e-c2a14b0e7846 |