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Orientador(es)
Resumo(s)
We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a
penalty technique for the finite optimization process. An exponential
penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.
Descrição
Palavras-chave
Semi-infinite programming Reduction method Simulated annealing Penalty method Exponential function
Contexto Educativo
Citação
Pereira, Ana I.; Fernandes, Edite M.G.P. (2009). A reduction method for semi-infinite programming by means of a global stochastic approach. Optimization. ISSN 1029-4945. 58:6 (2009) p.713-726