A Hyperbolic Penalty Filter Method for Semi-Infinite Programming

被引：0
|
作者：
Pereira, Ana Isabel P. N. [1 ]
Fernandes, Edite M. G. P. [2 ]
机构：
[1] Polytech Inst Braganca, Dept Math, Braganca, Portugal
[2] Univ Minho, Dept Prod & Syst, P-4710057 Braga, Portugal
来源：
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS | 2008年 / 1048卷
关键词：
semi-infinite programming; reduction method; penalty function; line search filter method;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper presents a new reduction-type method for solving semi-infinite programming problems, where the multi-local optimization is carried out with a sequential simulated annealing algorithm, and the finite reduced problem is solved by a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising.
引用
收藏
页码：269 / +
页数：3
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