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Comparative study of RPSALG algorithm for convex semi-infinite programming

delete2014-06-20
delete11
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OA
AI
A
A. Auslender
A
Albert Ferrer
M
Miguel Á. Goberna *
M
Marco A. López
DOI:10.1007/s10589-014-9667-7delete
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摘要

摘要

En 中文
The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.
Keyword:
Convex semi-infinite programming
Remez-type methods
Penalty methods
Smoothing methods
Cutting angle method

期刊

C
Computational Optimization and Applications
IF:
2
论文数:
74
被引数:
3.5K

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U
Universite Claude Bernard Lyon 1
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2.4W
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C
centre national de la recherche scientifique (cnrs)
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24.5W
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I
institut national des sciences appliquees de lyon - insa lyon
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