Branch-and-bound reduction type method for semi-infinite programming

Authors:
Ana I. Pereira;Edite M. G. P. Fernandes
Affiliations:
Polytechnic Institute of Bragança, Bragança, Portugal;Algoritmi R&D Centre, University of Minho, Braga, Portugal
Venue:
ICCSA'11 Proceedings of the 2011 international conference on Computational science and its applications - Volume Part III
Year:
2011

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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.