A hyperbolic penalty filter method for semi-infinite programming

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

http://hdl.handle.net/10198/1611

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Autores

Pereira, Ana I.

Fernandes, Edite M.G.P.

Resumo(s)

This paper presents a new reduction-type method for solving semi-infinite programming problems, where the multi-local optimization is carried out with a sequential simulated annealing algorithm, and the finite reduced problem is solved by a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising.

Palavras-chave

Semi-infinite programming Reduction method Penalty function Line search filter method

URI

http://hdl.handle.net/10198/1611

Citação

Pereira, Ana I.; Fernandes, Edite M.G.P. (2008). A hyperbolic penalty filter method for semi-infinite programming. Numerical Analysis and Applied Mathematics: In Numerical Analysis and Applied Mathematics, International Conference 2008. Volume 1048, p. 269-273.

Editora

American Institute of Physics

Coleções

ESTiG - Publicações em Proceedings Indexadas à WoS/Scopus

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