Comparative study of RPSALG algorithm for convex semi-infinite programming
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Título: | Comparative study of RPSALG algorithm for convex semi-infinite programming |
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Autor/es: | Auslender, Alfred | Ferrer, Alberto | Goberna, Miguel A. | López Cerdá, Marco A. |
Grupo/s de investigación o GITE: | Laboratorio de Optimización (LOPT) |
Centro, Departamento o Servicio: | Universidad de Alicante. Departamento de Matemáticas |
Palabras clave: | Convex semi-infinite programming | Remez-type methods | Penalty methods | Smoothing methods | Cutting angle method |
Área/s de conocimiento: | Estadística e Investigación Operativa |
Fecha de publicación: | ene-2015 |
Editor: | Springer Science+Business Media New York |
Cita bibliográfica: | Computational Optimization and Applications. 2015, 60(1): 59-87. doi:10.1007/s10589-014-9667-7 |
Resumen: | 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. |
Patrocinador/es: | This research was partially supported by MINECO of Spain, Grants MTM2011-29064-C03-01/02. |
URI: | http://hdl.handle.net/10045/51990 |
ISSN: | 0926-6003 (Print) | 1573-2894 (Online) |
DOI: | 10.1007/s10589-014-9667-7 |
Idioma: | eng |
Tipo: | info:eu-repo/semantics/article |
Derechos: | © 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 |
Revisión científica: | si |
Versión del editor: | http://dx.doi.org/10.1007/s10589-014-9667-7 |
Aparece en las colecciones: | INV - LOPT - Artículos de Revistas |
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2015_Auslender_etal_ComputOptimAppl_final.pdf | Versión final (acceso restringido) | 459,36 kB | Adobe PDF | Abrir Solicitar una copia |
2015_Auslender_etal_ComputOptimAppl_preprint.pdf | Preprint (acceso abierto) | 318,13 kB | Adobe PDF | Abrir Vista previa |
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