A Branch-and-Bound Approach for Solving a Class of Generalized Semi-infinite Programming Problems |
| |
Authors: | E Levitin R Tichatschke |
| |
Institution: | (1) Institute of System Analysis, Russian Academy of Science, 117312 Moscow, Russia;(2) Department of Mathematics, University of Trier, 54286 Trier, Germany (e-mail: Email |
| |
Abstract: | A nonconvex generalized semi-infinite programming problem is considered, involving parametric max-functions in both the objective and the constraints. For a fixed vector of parameters, the values of these parametric max-functions are given as optimal values of convex quadratic programming problems. Assuming that for each parameter the parametric quadratic problems satisfy the strong duality relation, conditions are described ensuring the uniform boundedness of the optimal sets of the dual problems w.r.t. the parameter. Finally a branch-and-bound approach is suggested transforming the problem of finding an approximate global minimum of the original nonconvex optimization problem into the solution of a finite number of convex problems. |
| |
Keywords: | Branch-and-bound algorithm Nonconvex optimization Nondifferentiable optimization Quadratic programming problem Semi-infinite optimization |
本文献已被 SpringerLink 等数据库收录! |
|