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|Title:||Interior point filter method for semi-infinite programming problems|
|Authors:||Pereira, Ana I.|
Costa, M. Fernanda
Fernandes, Edite M.G.P.
Interior point method
Line search technique
|Publisher:||Taylor & Francis|
|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.|
|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.|
|Appears in Collections:||DEMAT - Artigos em Revistas Indexados ao ISI/Scopus|
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