Interior point filter method for semi-infinite programming problems

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 stretched simulated annealing algorithm, the reduced (finite) problem is approximately solved by a N...

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Bibliographic Details
Main Author: Pereira, Ana I. (author)
Other Authors: Costa, M. Fernanda P. (author), Fernandes, Edite M.G.P. (author)
Format: article
Language:eng
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/10198/7531
Country:Portugal
Oai:oai:bibliotecadigital.ipb.pt:10198/7531