Solving semi-infinite programming problems by using an interface between MATLAB and SIPAMPL

Authors:
A. Ismael F. Vaz;Edite M.G.P. Fernandes
Affiliations:
Minho University, Engineering School, Production and Systems Department, Braga, Portugal;Minho University, Engineering School, Production and Systems Department, Braga, Portugal
Venue:
SMO'06 Proceedings of the 6th WSEAS International Conference on Simulation, Modelling and Optimization
Year:
2006

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Abstract

A new interface between MATLAB and SIPAMPL was created, allowing the MATLAB semi-infinite programming (SIP) solver to use the SIPAMPL [11] environment to obtain the problem data to be solved. In this paper we present the new developed interface, briefly describe the fseminf MATLAB solver, provided in the Optimization Toolbox [9], and we show how it can be used to solve a SIP problem available in the SIPAMPL database. Additionally, we present how one may use the interface to develop new SIP algorithms for MATLAB. We report numerical results for a set of SIP problems.