ICCOPT 2013 Talk, Room 2.1, Tuesday, July 30, 11:30-13:00

 Speaker: Alexander Mitsos, RWTH Aachen University, Germany
 Title: Global optimization of generalized semi-infinite programs via restriction of the right hand side
 Co-authors: Angelos Tsoukalas

 Abstract:
Scientific Program

An algorithm is proposed for the global solution of generalized semi-infinite programs (GSIPs) without convexity assumptions. It is an extension of the algorithm in [A. Mitsos. Global optimization of semi-infinite programs via restriction of the right hand side. Optimization, 60(10-11):1291--1308, 2011] which in turn can be seen as a feasible-point adaptation of [J.~W. Blankenship and J.~E. Falk. Infinitely constrained optimization problems. Journal of Optimization Theory and Applications, 19(2):261--281, 1976.]. Under mild assumptions compared to alternative algorithms, the algorithm terminates finitely with a guaranteed feasible point, and a certificate of $\varepsilon^f$-optimality. It is based on solving a series of regular nonlinear programs (NLP), thus shifting the nonconvexity to the global NLP solver. The main idea of generating feasible points is a restriction of the constraints right-hand-side by progressively smaller $\varepsilon^g>0$ and a successively finer discretization of the parameter set. The theoretical properties are discussed and numerical results are given.


 Talk in: Organized Session Tue.A.21 Structural aspects in nonsmooth optimization
 Cluster: Convex and nonsmooth optimization


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 Go to: unframed Scientific Program

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