On the Use of Augmented Lagrangians in the Solution of Generalized Semi-Infinite Min-Max Problems |
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| Authors: | Elijah?Polak Email author" target="_blank">Johannes?O?RoysetEmail author |
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| Institution: | (1) Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, CA 94720, USA;(2) Department of Operations Research, Naval Postgraduate School, 239 Glasgow Hall, Monterey, CA 93943, USA |
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| Abstract: | We present an approach for the solution of a class of generalized semi-infinite optimization problems. Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems into ordinary semi-infinite min-max problems, with the same set of local and global solutions as well as the same stationary points. Once the transformation is effected, the generalized semi-infinite min-max problems can be solved using any available semi-infinite optimization algorithm. We illustrate our approach with two numerical examples, one of which deals with structural design subject to reliability constraints. |
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| Keywords: | generalized minimax semi-infinite optimization augmented Lagrangian functions nonsmooth optimization algorithms |
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