Abstract
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. © 2011 Springer-Verlag.
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Pereira, A. I., & Fernandes, E. M. G. P. (2011). Branch-and-bound reduction type method for semi-infinite programming. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 6784 LNCS, pp. 287–299). https://doi.org/10.1007/978-3-642-21931-3_23
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