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

Detalhes bibliográficos
Autor(a) principal: Pereira, Ana I. P. N.
Data de Publicação: 2009
Outros Autores: Fernandes, Edite Manuela da 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/1822/9681
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 functionScience & TechnologyWe 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.Algoritmi Research CenterFundação para a Ciência e a Tecnologia (FCT) - bolsa POCI/MAT/58957/2004Taylor and FrancisUniversidade do MinhoPereira, Ana I. P. N.Fernandes, Edite Manuela da G. P.20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/9681eng"Optimization." ISSN 0233-1934. 58:6 (Ago. 2009) 713-726.0233-193410.1080/02331930701764072http://www.informaworld.com/smpp/home~db=allinfo: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:RCAAP2023-07-21T12:31:39Zoai:repositorium.sdum.uminho.pt:1822/9681Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:26:54.449375Repositório 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. P. N.
Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
Science & Technology
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. P. N.
author_facet Pereira, Ana I. P. N.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Fernandes, Edite Manuela da G. P.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Pereira, Ana I. P. N.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
Science & Technology
topic Semi-infinite programming
Reduction method
Simulated annealing
Penalty method
Exponential function
Science & Technology
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
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/1822/9681
url http://hdl.handle.net/1822/9681
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv "Optimization." ISSN 0233-1934. 58:6 (Ago. 2009) 713-726.
0233-1934
10.1080/02331930701764072
http://www.informaworld.com/smpp/home~db=all
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 and Francis
publisher.none.fl_str_mv Taylor and 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
repository.mail.fl_str_mv
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