Publicação
Practical implementation of a reduction method in semi-infinite programming
| Resumo: | We present a reduction type algorithm for solving nonlinear semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching technique as a multi-local procedure, and a penalty technique for the finite optimization process. To ensure global convergence, an exponential penalty merit function is reduced along each search direction. Our preliminary numerical results seem to show that the algorithm is very promising in practice. |
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| Autores principais: | Pereira, Ana I. |
| Outros Autores: | Fernandes, Edite M.G.P. |
| Assunto: | Semi-infinite programming Nonlinear optimization |
| Ano: | 2007 |
| País: | Portugal |
| Tipo de documento: | documento de conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Instituto Politécnico de Bragança |
| Idioma: | inglês |
| Origem: | Biblioteca Digital do IPB |
| Resumo: | We present a reduction type algorithm for solving nonlinear semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching technique as a multi-local procedure, and a penalty technique for the finite optimization process. To ensure global convergence, an exponential penalty merit function is reduced along each search direction. Our preliminary numerical results seem to show that the algorithm is very promising in practice. |
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