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Advisor(s)
Abstract(s)
We present a reduction type algorithm for solving nonlinear semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching technique as a multi-local procedure, and a penalty technique for the finite optimization process. To ensure global convergence, an exponential penalty merit function is reduced along each search direction. Our preliminary numerical results seem to show that the algorithm is very promising in practice.
Description
Keywords
Semi-infinite programming Nonlinear optimization
Citation
Pereira, Ana I.; Fernandes, Edite M.G.P. (2007). Practical implementation of a reduction method in semi-infinite programming. In Optimization 2007. Porto