A reduction method for semi-infinite programming by means of a global stochastic approach

Authors: Pereira, Ana¹; Fernandes, Edite²

Source: Optimization, Volume 58, Number 6, August 2009 , pp. 713-726(14)

Buy & download fulltext article:

Price: $56.94 plus tax (Refund Policy)

Abstract:

We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.

Keywords: semi-infinite programming; reduction method; simulated annealing; penalty method; exponential function

Document Type: Research article

DOI: http://dx.doi.org/10.1080/02331930701764072

Affiliations: 1: Polytechnic Institute of Braganca, Braganca, Portugal 2: University of Minho, Braga, Portugal

Publication date: 2009-08-01