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Título: Interior point filter method for semi-infinite programming problems
Autor: Pereira, Ana I.
Costa, M. Fernanda
Fernandes, Edite M.G.P.
Palavras-chave: Nonlinear optimization
Semi-infinite programming
Interior point method
Filter method
Line search technique
Issue Date: 2011
Editora: Taylor & Francis
Citação: 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.
Resumo: 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.
Arbitragem científica: yes
Versão do Editor:
Appears in Collections:DEMAT - Artigos em Revistas Indexados ao ISI/Scopus

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