Reduction method with multistart technique for semi-infinite programming problems

• Author(s): Pereira, Ana I. ; Fernandes, Florbela P. ; Costa, Maria F.P. ; Fernandes, Edite M.G.P.
• Date: 2012
• Persistent ID: http://hdl.handle.net/10198/7484
• Origin: Biblioteca Digital do IPB
• Subject(s): Nonlinear programming; Multistart; Semi-infinite programming
• Document Type: Conference Object
• Language: English

Description

Semi-infinite programming problems can be efficiently solved by reduction type methods. In this work a new global reduction method for semi-infinite programming is presented. The multilocal optimization is carried out with a multistart technique and the reduced problem is approximately solved by a primal-dual interior point method combined with a two-dimensional filter line search strategy. The filter strategy is used to promote the global convergence of the algorithm. Numerical experiments with a set of well-known problems are shown and comparisons with other methods are presented.