Comparative study of RPSALG algorithm for convex semi-infinite programming
Contribuinte(s) |
Universidad de Alicante. Departamento de Matemáticas Laboratorio de Optimización (LOPT) |
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Data(s) |
11/12/2015
11/12/2015
01/01/2015
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Resumo |
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 first 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 variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems. This research was partially supported by MINECO of Spain, Grants MTM2011-29064-C03-01/02. |
Identificador |
Computational Optimization and Applications. 2015, 60(1): 59-87. doi:10.1007/s10589-014-9667-7 0926-6003 (Print) 1573-2894 (Online) http://hdl.handle.net/10045/51990 10.1007/s10589-014-9667-7 |
Idioma(s) |
eng |
Publicador |
Springer Science+Business Media New York |
Relação |
http://dx.doi.org/10.1007/s10589-014-9667-7 |
Direitos |
© Springer Science+Business Media New York 2014. The final publication is available at Springer via http://dx.doi.org/10.1007/s10589-014-9667-7 info:eu-repo/semantics/openAccess |
Palavras-Chave | #Convex semi-infinite programming #Remez-type methods #Penalty methods #Smoothing methods #Cutting angle method #Estadística e Investigación Operativa |
Tipo |
info:eu-repo/semantics/article |