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|Title:||Interior point filter method for semi-infinite programming problems|
|Author(s):||Costa, M. Fernanda P.|
Fernandes, Edite Manuela da G. P.
Pereira, Ana I. P. N.
|Publisher:||Taylor & Francis|
|Abstract(s):||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 stretched simulated annealing algorithm, the reduced (finite) problem is approximately solved by a Newton’s primal-dual interior point method that uses a novel two-dimensional filter line search strategy to guarantee convergence to a KKT point that is a minimizer, and the global convergence of the overall reduction method is promoted through the implementation of a classical two-dimensional filter line search. Numerical experiments with a set of well-known problems are shown.|
|Access:||Restricted access (UMinho)|
|Appears in Collections:||CMAT - Artigos em revistas com arbitragem / Papers in peer review journals|
LES/ALG - Artigos em revistas científicas internacionais com arbitragem
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