Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/14755

TitleInterior 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.
KeywordsNonlinear optimization
Semi-infinite programming
Interior point
Filter method
Line search
Issue date2011
PublisherTaylor & Francis
JournalOptimization
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.
TypeArticle
URIhttp://hdl.handle.net/1822/14755
DOI10.1080/02331934.2011.616894
ISSN0233-1934
1029-4945
Publisher versionhttp://www.tandfonline.com/
Peer-Reviewedyes
AccessRestricted 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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