Feasible Method for Generalized Semi-Infinite Programming

O. Stein () and A. Winterfeld ()
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O. Stein: Karlsruhe Institute of Technology
A. Winterfeld: Fraunhofer Institut für Techno- und Wirtschaftsmathematik

Journal of Optimization Theory and Applications, 2010, vol. 146, issue 2, No 11, 419-443

Abstract: Abstract 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).

Keywords: Semi-infinite programming; Interior-point method; Mathematical program with equilibrium constraints; Bilevel programming; Design centering (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10957-010-9674-5

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