A hyperbolic penalty filter method for semi-infinite programming

• Autor(es): Pereira, Ana I. ; Fernandes, Edite M.G.P.
• Data: 2008
• Identificador Persistente: http://hdl.handle.net/10198/1611
• Origem: Biblioteca Digital do IPB
• Assunto(s): Semi-infinite programming; Reduction method; Penalty function; Line search filter method
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

This paper presents a new reduction-type method for solving semi-infinite programming problems, where the multi-local optimization is carried out with a sequential simulated annealing algorithm, and the finite reduced problem is solved by a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising.