An adaptive discretization method solving semi-infinite optimization problems with quadratic rate of convergence
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Abstract: Semi-infinite programming can be used to model a large variety of complex optimization problems. The simple description of such problems comes at a price: semi-infinite problems are often harder to solve than finite nonlinear problems. In this paper we combine a classical adaptive discretization method developed by Blankenship and Falk and techniques regarding a semi-infinite optimization problem as a bi-level optimization problem. We develop a new adaptive discretization method which combines the advantages of both techniques and exhibits a quadratic rate of convergence. We further show that a limit of the iterates is a stationary point, if the iterates are stationary points of the approximate problems.
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(16)- Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization
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- A transformation-based discretization method for solving general semi-infinite optimization problems
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- Robust energy system design via semi-infinite programming
- Derivative-enhanced lower-Bounding in adaptive discretization for the global solution of semi-infinite optimization problems
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