Document details

A reduction type method for solving semi-infinite programming problems

Author(s): Pereira, Ana I. cv logo 1 ; Fernandes, Edite M.G.P. cv logo 2

Date: 2006

Persistent ID: http://hdl.handle.net/10198/4730

Origin: Biblioteca Digital do IPB

Subject(s): Semi-infinite programming; Nonlinear optimization


Description
We present a reduction method for solving semi-infinite programming problems based on simulated annealing method equipped with a function stretching as a multi-local procedure and the penalty technique to solve the sequence of finite problems. To guarantee the global convergence of the algorithm we use an extension of penalty merit function. Our preliminary numerical results seem to show that the algorithm has a satisfactory computational behaviour.
Document Type Conference Object
Language English
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