Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/14755
Título: | Interior point filter method for semi-infinite programming problems |
Autor(es): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. Pereira, Ana I. P. N. |
Palavras-chave: | Nonlinear optimization Semi-infinite programming Interior point Filter method Line search |
Data: | 2011 |
Editora: | Taylor and Francis |
Revista: | Optimization |
Resumo(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. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/14755 |
DOI: | 10.1080/02331934.2011.616894 |
ISSN: | 0233-1934 1029-4945 |
Versão da editora: | http://www.tandfonline.com/ |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals LES/ALG - Artigos em revistas científicas internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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PDIP_method_May2011.pdf Acesso restrito! | Documento principal | 649,29 kB | Adobe PDF | Ver/Abrir |