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Comparative study of RPSALG algorithm for convex semi-infinite programming

Autor
Auslander, A.; Ferrer, A.; Goberna, M.; López, M.
Tipus d'activitat
Article en revista
Revista
Computational optimization and applications
Data de publicació
2014-06-20
Volum
60
Número
1
Pàgina inicial
59
Pàgina final
87
DOI
https://doi.org/10.1007/s10589-014-9667-7 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/24133 Obrir en finestra nova
URL
https://www.google.es/url?sa=t&rct=j&q=&esrc=s&source=web&cd=6&ved=0CDwQFjAF&url=http%3A%2F%2Flink.springer.com%2Fcontent%2Fpdf%2F10.1007%2Fs10589-014-9667-7.pdf&ei=qqyLVauyIIGyU_6GgOgE&usg=AFQjCNGl_xfw6irs99tbRuaG8co4XdpTWQ&sig2=rCJRsy9Z3DcXNryWi1cUAw&bvm=bv.96782255,d.d24&cad=rja Obrir en finestra nova
Resum
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 Örst one consists of obtaining an approximat...
Citació
Auslander, A. [et al.]. Comparative study of RPSALG algorithm for convex semi-infinite programming. "Computational optimization and applications", 01 Març 2014, p. 1-29.
Paraules clau
CUTTING ANGLE METHOD, Convex semi-infinite programming, Cutting angle method, GLOBAL OPTIMIZATION, Penalty methods, Remez-type methods, Smoothing methods
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització

Participants

  • Auslander, Alfred  (autor)
  • Ferrer Biosca, Alberto  (autor)
  • Goberna Torrent, Miguel Ángel  (autor)
  • López Cerdá, Marco Antonio  (autor)