Publication
A hyperbolic penalty filter method for semi-infinite programming
| Summary: | This paper presents 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 a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising. |
|---|---|
| Main Authors: | Pereira, Ana I. |
| Other Authors: | Fernandes, Edite M.G.P. |
| Subject: | Semi-infinite programming Reduction method Penalty function Line search filter method |
| Year: | 2008 |
| Country: | Portugal |
| Document type: | conference paper |
| Access type: | open access |
| Associated institution: | Instituto Politécnico de Bragança |
| Language: | English |
| Origin: | Biblioteca Digital do IPB |
| Summary: | This paper presents 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 a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising. |
|---|