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Feasible method for generalized semi-infinite programming

Stein, O.; Winterfeld, A.

In this paper, we analyze the outer approximation property of the algorithm for generalized semi-infinite programming from Stein and Still (SIAM J. Control Optim. 42:769–788, 2003). A simple bound on the regularization error is found and used to formulate a feasible numerical method for generalized semi-infinite programming with convex lower-level problems. That is, all iterates of the numerical method are feasible points of the original optimization problem. The new method has the same computational cost as the original algorithm from Stein and Still (SIAM J. Control Optim. 42:769-788, 2003). We also discuss the merits of this approach for the adaptive convexification algorithm, a feasible point method for standard semi-infinite programming from Floudas and Stein (SIAM J. Optim. 18:1187-1208, 2007).

Zugehörige Institution(en) am KIT Institut für Operations Research (IOR)
Publikationstyp Zeitschriftenaufsatz
Jahr 2012
Sprache Englisch
Identifikator DOI: 10.1007/s10957-010-9674-5
ISSN: 0022-3239
KITopen ID: 1000027507
Erschienen in Journal of Optimization Theory and Applications
Band 146
Heft 2
Seiten 419-443
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