Set covering-based surrogate approach for solving sup-{mathcal{T}} equation constrained optimization problems

This work considers solving the sup-T{mathcal{T}} equation constrained optimization problems from the integer programming viewpoint. A set covering-based surrogate approach is proposed to solve the sup-T{mathcal{T}} equation constrained optimization problem with a separable and monotone objective function in each of the variables. This is our first trial of developing integer programming-based techniques to solve sup-T{mathcal{T}} equation constrained optimization problems. Our computational results confirm the efficiency of the proposed method and show its potential for solving large scale sup-T{mathcal{T}} equation constrained optimization problems.