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RPSALG algorithm for convex semi-infinite programming

Author
Ferrer, A.
Type of activity
Presentation of work at congresses
Name of edition
2013 International Workshop on Simulation-Optimization for Logistics & Production
Date of publication
2013
Presentation's date
2013-11-21
Abstract
In this presentation we consider a partial implementation of RPSALG for solving ordinary convex semi-innite programming problems (CSIP). Each iteration of the algorithm involves two types of auxiliary optimization problems: the rst 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 the variable. The main compu...
Keywords
Convex Semi-infinite Programming, Cutting Angle Method, Penalty Methods, Remez-type Methods, Smoothing methods
Group of research
GNOM - Mathematical Optimization Group

Participants