Branch-and-bound reduction type method for semi-in finite 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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| Format: | conferenceObject |
| Language: | eng |
| Published: |
2014
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| Online Access: | http://hdl.handle.net/10198/10359 |
| Country: | Portugal |
| Oai: | oai:bibliotecadigital.ipb.pt:10198/10359 |
| 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. |
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