A reduction method for semi-infinite programming by means of a global stochastic approach

We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit funct...

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Bibliographic Details
Main Author: Pereira, Ana I. (author)
Other Authors: Fernandes, Edite M.G.P. (author)
Format: article
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10198/1252
Country:Portugal
Oai:oai:bibliotecadigital.ipb.pt:10198/1252