Branch-and-Bound Reduction Type Method for Semi-Infinite Programming

  • Ana I. Pereira
  • Edite M. G. P. Fernandes
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6784)


Semi-infinite programming (SIP) problems can be efficiently solved by reduction type methods. Here, we present a new reduction method for SIP, where the multi-local optimization is carried out with a multi-local branch-and-bound method, the reduced (finite) problem is approximately solved by an interior point method, and the global convergence is promoted through a two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown.


Nonlinear Optimization Semi-Infinite Programming Global Optimization 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Ana I. Pereira
    • 1
  • Edite M. G. P. Fernandes
    • 2
  1. 1.Polytechnic Institute of BragançaBragançaPortugal
  2. 2.Algoritmi R&D CentreUniversity of MinhoBragaPortugal

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