Practical implementation of a reduction method in semi-infinite programming

• Autor(es): Pereira, Ana I. ; Fernandes, Edite M.G.P.
• Data: 2007
• Identificador Persistente: http://hdl.handle.net/10198/4722
• Origem: Biblioteca Digital do IPB
• Assunto(s): Semi-infinite programming; Nonlinear optimization
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

We present a reduction type algorithm for solving nonlinear semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching technique as a multi-local procedure, and a penalty technique for the finite optimization process. To ensure global convergence, an exponential penalty merit function is reduced along each search direction. Our preliminary numerical results seem to show that the algorithm is very promising in practice.