A reduction method for semi-infinite programming by means of a global stochastic approach

Detalhes bibliográficos
Autor(a) principal: Pereira, Ana I.
Data de Publicação: 2009
Outros Autores: Fernandes, Edite M.G.P.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10198/1252
Resumo: We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.
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spelling A reduction method for semi-infinite programming by means of a global stochastic approachSemi-infinite programmingReduction methodSimulated annealingPenalty methodExponential functionWe describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.The authors wish to thank two anonymous referees for their careful reading of the manuscript and their fruitful comments and suggestions. This work has been partially supported by the Algoritmi Research Center and by Portuguese FCT grant POCI/MAT/58957/2004.Taylor & FrancisBiblioteca Digital do IPBPereira, Ana I.Fernandes, Edite M.G.P.2010-01-09T01:13:58Z20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10198/1252engPereira, Ana I.; Fernandes, Edite M.G.P. (2009). A reduction method for semi-infinite programming by means of a global stochastic approach. Optimization. ISSN 1029-4945. 58:6 (2009) p.713-7261029-4945info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-21T10:04:42Zoai:bibliotecadigital.ipb.pt:10198/1252Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:54:47.305286Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv A reduction method for semi-infinite programming by means of a global stochastic approach
title A reduction method for semi-infinite programming by means of a global stochastic approach
spellingShingle A reduction method for semi-infinite programming by means of a global stochastic approach
Pereira, Ana I.
Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
title_short A reduction method for semi-infinite programming by means of a global stochastic approach
title_full A reduction method for semi-infinite programming by means of a global stochastic approach
title_fullStr A reduction method for semi-infinite programming by means of a global stochastic approach
title_full_unstemmed A reduction method for semi-infinite programming by means of a global stochastic approach
title_sort A reduction method for semi-infinite programming by means of a global stochastic approach
author Pereira, Ana I.
author_facet Pereira, Ana I.
Fernandes, Edite M.G.P.
author_role author
author2 Fernandes, Edite M.G.P.
author2_role author
dc.contributor.none.fl_str_mv Biblioteca Digital do IPB
dc.contributor.author.fl_str_mv Pereira, Ana I.
Fernandes, Edite M.G.P.
dc.subject.por.fl_str_mv Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
topic Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
description We describe a reduction algorithm for solving semi-infinite programming problems. The proposed algorithm uses the simulated annealing method equipped with a function stretching as a multi-local procedure, and a penalty technique for the finite optimization process. An exponential penalty merit function is reduced along each search direction to ensure convergence from any starting point. Our preliminary numerical results seem to show that the algorithm is very promising in practice.
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
2010-01-09T01:13:58Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10198/1252
url http://hdl.handle.net/10198/1252
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Pereira, Ana I.; Fernandes, Edite M.G.P. (2009). A reduction method for semi-infinite programming by means of a global stochastic approach. Optimization. ISSN 1029-4945. 58:6 (2009) p.713-726
1029-4945
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Taylor & Francis
publisher.none.fl_str_mv Taylor & Francis
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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