A hyperbolic penalty filter method for semi-infinite programming Artigo de Conferência uri icon

resumo

  • This paper presents a new reduction-type method for solving semi-infinite programming problems, where the multi-local optimization is carried out with a sequential simulated annealing algorithm, and the finite reduced problem is solved by a penalty technique based on an hyperbolic function. Global convergence is ensured by a line search filter method. Numerical experiments with a set of known problems show that the algorithm is promising.

data de publicação

  • janeiro 1, 2008