Publicação
Branch-and-bound reduction type method for semi-in finite programming
| 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 multi-local branch-and-bound method, the reduced (finite) problem is approximately solved by an interior point method, and the global convergence is promoted through a two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown. |
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| Autores principais: | Pereira, Ana I. |
| Outros Autores: | Fernandes, Edite M.G.P. |
| Assunto: | Nonlinear optimization Semi-infinite programming Global optimization |
| Ano: | 2011 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Instituto Politécnico de Bragança |
| Idioma: | inglês |
| Origem: | Biblioteca Digital do IPB |
| 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 multi-local branch-and-bound method, the reduced (finite) problem is approximately solved by an interior point method, and the global convergence is promoted through a two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown. |
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