1 research outputs found
Branch-and-bound reduction type method for semi-infinite programming
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
multi-local branch-and-bound method, the reduced (finite)
problem is approximately solved by an interior point
method, and the global convergence is promoted through a
two-dimensional filter line search. Numerical experiments with a set
of well-known problems are shown