Author(s):
Pereira, Ana I. 
; Fernandes, Edite M.G.P.
Date: 2007
Persistent ID: http://hdl.handle.net/10198/4722
Origin: Biblioteca Digital do IPB
Subject(s): Semi-infinite programming; Nonlinear optimization
Document details
Practical implementation of a reduction method in semi-infinite programming
Description
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.
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.
Document Type
Conference Object
Language English
Language English
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