Branch-and-Bound Reduction Type Method for Semi-Infinite Programming

被引:0
作者
Pereira, Ana I. [1 ]
Fernandes, Edite M. G. P. [2 ]
机构
[1] Polytech Inst Braganca, ESTiG Gab 54, P-5301857 Braganca, Portugal
[2] Univ Minho, Algoritmi R&D Ctr, P-4710057 Braga, Portugal
来源
COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2011, PT III | 2011年 / 6784卷
关键词
Nonlinear Optimization; Semi-Infinite Programming; Global Optimization; INTERIOR-POINT METHOD; SEARCH FILTER METHODS; ALGORITHM; OPTIMIZATION;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
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.
引用
收藏
页码:287 / 299
页数:13
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