Discretization methods for semi-infinite programming

Discretization methods for semi-infinite programming

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Article ID: iaor2002448
Country: Portugal
Volume: 21
Issue: 1
Start Page Number: 37
End Page Number: 46
Publication Date: Jun 2001
Journal: Investigao Operacional
Authors: , ,
Keywords: semi-infinite programming
Abstract:

Discretization methods represent an important class of methods to solve semi-infinite programming (SIP) problems. Authors have claimed that their algorithms for linear SIP could be extended to nonlinear SIP problems. Nevertheless numerical results on nonlinear SIP using a discretization method are uncommon. In this paper two discretization methods are described and numerical results for linear and nonlinear SIP problems are shown. The methods described are proposed by Hettich and Reemtsen and adapted for nonlinear semi-infinite programming. The problems collection is the one coded in SIPAMPL.

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