A standard branch-and-bound approach for nonlinear semi-infinite problems

Antoine Marendet, Alexandre Goldsztejn, Gilles Chabert and Christophe Jermann

European Journal of Operational Research, 2020, vol. 282, issue 2, 438-452

Abstract: This paper considers nonlinear semi-infinite problems, which contain at least one semi-infinite constraint (SIC). The standard branch-and-bound algorithm is adapted to such problems by extending usual upper and lower bounding techniques for nonlinear inequality constraints to SICs. This is achieved by defining the interval evaluation of parametrized functions and their generalized gradients, by also adapting numerical constraint programming techniques to quantified inequalities, and by introducing linear relaxations and restrictions for SICs. The overall efficiency of our algorithm is demonstrated on a standard set of benchmarks from the literature, in comparison with the best state of the art alternative.

Keywords: Semi-infinite programming; Branch-and-bound; Relaxation; Restriction; Constraint programming (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377221719308604
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:282:y:2020:i:2:p:438-452

DOI: 10.1016/j.ejor.2019.10.025

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().