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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Format: | article |
Language: | eng |
Published: |
2010
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Online Access: | http://hdl.handle.net/10198/1252 |
Country: | Portugal |
Oai: | oai:bibliotecadigital.ipb.pt:10198/1252 |