Branch-and-bound reduction type method for semi-infinite programming

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 inte...

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Bibliographic Details
Published inComputational Science and Its Applications - ICCSA 2011 Vol. 6784; no. PART 3; pp. 287 - 299
Main Authors Pereira, Ana I. P. N., Fernandes, Edite Manuela da G. P.
Format Conference Proceeding Book Chapter
LanguageEnglish
Published Berlin, Heidelberg Springer Verlag 01.06.2011
Springer Berlin Heidelberg
SeriesLecture Notes in Computer Science
Subjects
Global Optimization
Nonlinear Optimization
Reduction method
Science & Technology
Semi-Infinite Programming
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ISBN3642219306
9783642219306
ISSN0302-9743
1611-3349
DOI10.1007/978-3-642-21931-3_23

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Summary: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.
ISBN:3642219306
9783642219306
ISSN:0302-9743
1611-3349
DOI:10.1007/978-3-642-21931-3_23