Publicação
A hyperbolic penalty filter method for semi-infinite programming
| Resumo: | 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. |
|---|---|
| Autores principais: | Pereira, Ana I. |
| Outros Autores: | Fernandes, Edite M.G.P. |
| Assunto: | Semi-infinite programming Reduction method Penalty function Line search filter method |
| Ano: | 2008 |
| 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: | 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. |
|---|