Abstract
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.
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Pereira, A.I., Fernandes, E.M.G.P. (2011). Branch-and-Bound Reduction Type Method for Semi-Infinite Programming. In: Murgante, B., Gervasi, O., Iglesias, A., Taniar, D., Apduhan, B.O. (eds) Computational Science and Its Applications - ICCSA 2011. ICCSA 2011. Lecture Notes in Computer Science, vol 6784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21931-3_23
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DOI: https://doi.org/10.1007/978-3-642-21931-3_23
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