Experiences with reduction method to solve semi-infinite programming problems

• Author(s): Pereira, Ana I. ; Fernandes, Edite M.G.P.
• Date: 2010
• Persistent ID: http://hdl.handle.net/10198/7442
• Origin: Biblioteca Digital do IPB
• Subject(s): Semi-infinite programming; Reduction method; Line search filter method
• Document Type: Conference Object
• Language: English

Description

In this talk, some variants of reduction-type method combined with a line search filter method to solve nonlinear semi-infinite programming problems are presented. We use the stretched simulated annealing method and the branch and bound technique to compute the maximizers of the constraint. The filter method is used as an alternative to merit functions to promote convergence from poor starting points.