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Comparative study of RPSALG algorithm for convex semi-infinite programming
dc.contributor.author | Auslander, Alfred |
dc.contributor.author | Ferrer Biosca, Alberto |
dc.contributor.author | Goberna, Miguel Ángel |
dc.contributor.author | López Cerdá, Marco Antonio |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I |
dc.date.accessioned | 2014-09-22T11:36:14Z |
dc.date.created | 2014-03-01 |
dc.date.issued | 2014-03-01 |
dc.identifier.citation | Auslander, A. [et al.]. Comparative study of RPSALG algorithm for convex semi-infinite programming. "Computational optimization and applications", 01 Març 2014, p. 1-29. |
dc.identifier.issn | 0926-6003 |
dc.identifier.uri | http://hdl.handle.net/2117/24133 |
dc.description.abstract | 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 Örst 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 di§erent variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems. |
dc.format.extent | 29 p. |
dc.language.iso | eng |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Programació matemàtica |
dc.subject.lcsh | Convex programming |
dc.subject.other | Convex semi-infinite programming |
dc.subject.other | Remez-type methods |
dc.subject.other | penalty methods |
dc.subject.other | smoothing methods |
dc.subject.other | cutting angle method. |
dc.title | Comparative study of RPSALG algorithm for convex semi-infinite programming |
dc.type | Article |
dc.subject.lemac | Programació convexa |
dc.contributor.group | Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
dc.identifier.doi | 10.1007/s10589-014-9667-7 |
dc.description.peerreviewed | Peer Reviewed |
dc.rights.access | Restricted access - publisher's policy |
local.identifier.drac | 15181713 |
dc.description.version | Postprint (published version) |
dc.date.lift | 10000-01-01 |
local.citation.author | Auslander, A.; Ferrer, A.; Goberna, M.; López, M. |
local.citation.publicationName | Computational optimization and applications |
local.citation.startingPage | 1 |
local.citation.endingPage | 29 |
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