Interior point filter method to solve semi-infinite programming problems

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

http://hdl.handle.net/10198/4792

Use this identifier to reference this record.

Name:	Description:	Size:	Format:
Resumo_EUROPT2009.pdf		411.02 KB	Adobe PDF	Download

Send Feedback

Authors

Pereira, Ana I.

Costa, M. Fernanda P.

Fernandes, Edite M.G.P.

Abstract(s)

We present 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 an interior point method combined with a line search filter strategy to ensure the global convergence. Numerical experiments with a set of well-known problems are shown.

Keywords

Semi-infinite programming Nonlinear optimization

URI

http://hdl.handle.net/10198/4792

Citation

Pereira, Ana I.; M. Fernanda Costa; Fernandes, Edite M.G.P. (2009). Interior point filter method to solve semi-infinite programming problems. In Book of Abstracts of the 7th EUROPT Workshop - Advances In Continuous Optimization.