Interior point filter method for semi-infinite programming problems

Detalhes bibliográficos
Autor(a) principal: Pereira, Ana I.
Data de Publicação: 2011
Outros Autores: Costa, M. Fernanda P., 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/10198/7531
Resumo: 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 twodimensional filter line search strategy to guarantee the 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.
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spelling Interior point filter method for semi-infinite programming problemsNonlinear optimizationSemi-infinite programmingInterior point methodFilter methodLine search techniqueSemi-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 twodimensional filter line search strategy to guarantee the 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.Taylor & FrancisBiblioteca Digital do IPBPereira, Ana I.Costa, M. Fernanda P.Fernandes, Edite M.G.P.2012-09-13T10:07:04Z20112011-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10198/7531engPereira, Ana I.; Costa, M. Fernanda; P.; Fernandes, Edite M.G.P. (2011). Interior point filter method for semi-infinite programming problems. Optimization. ISSN 0233-1934. 60:10-11, p. 1309-1338.10.1080/02331934.2011.616894info: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:RCAAP2023-11-21T10:16:38Zoai:bibliotecadigital.ipb.pt:10198/7531Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:58:37.057823Repositório 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 Interior point filter method for semi-infinite programming problems
title Interior point filter method for semi-infinite programming problems
spellingShingle Interior point filter method for semi-infinite programming problems
Pereira, Ana I.
Nonlinear optimization
Semi-infinite programming
Interior point method
Filter method
Line search technique
title_short Interior point filter method for semi-infinite programming problems
title_full Interior point filter method for semi-infinite programming problems
title_fullStr Interior point filter method for semi-infinite programming problems
title_full_unstemmed Interior point filter method for semi-infinite programming problems
title_sort Interior point filter method for semi-infinite programming problems
author Pereira, Ana I.
author_facet Pereira, Ana I.
Costa, M. Fernanda P.
Fernandes, Edite M.G.P.
author_role author
author2 Costa, M. Fernanda P.
Fernandes, Edite M.G.P.
author2_role author
author
dc.contributor.none.fl_str_mv Biblioteca Digital do IPB
dc.contributor.author.fl_str_mv Pereira, Ana I.
Costa, M. Fernanda P.
Fernandes, Edite M.G.P.
dc.subject.por.fl_str_mv Nonlinear optimization
Semi-infinite programming
Interior point method
Filter method
Line search technique
topic Nonlinear optimization
Semi-infinite programming
Interior point method
Filter method
Line search technique
description 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 twodimensional filter line search strategy to guarantee the 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.
publishDate 2011
dc.date.none.fl_str_mv 2011
2011-01-01T00:00:00Z
2012-09-13T10:07:04Z
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/10198/7531
url http://hdl.handle.net/10198/7531
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Pereira, Ana I.; Costa, M. Fernanda; P.; Fernandes, Edite M.G.P. (2011). Interior point filter method for semi-infinite programming problems. Optimization. ISSN 0233-1934. 60:10-11, p. 1309-1338.
10.1080/02331934.2011.616894
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
repository.mail.fl_str_mv
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