Advanced Search
MyIDEAS: Login to save this article or follow this journal

Relaxed cutting plane method with convexification for solving nonlinear semi-infinite programming problems

Contents:

Author Info

  • Ting-Jang Shiu

    ()

  • Soon-Yi Wu

    ()

Registered author(s):

    Abstract

    In this paper, we present an algorithm to solve nonlinear semi-infinite programming (NSIP) problems. To deal with the nonlinear constraint, Floudas and Stein (SIAM J. Optim. 18:1187–1208, 2007 ) suggest an adaptive convexification relaxation to approximate the nonlinear constraint function. The αBB method, used widely in global optimization, is applied to construct the convexification relaxation. We then combine the idea of the cutting plane method with the convexification relaxation to propose a new algorithm to solve NSIP problems. With some given tolerances, our algorithm terminates in a finite number of iterations and obtains an approximate stationary point of the NSIP problems. In addition, some NSIP application examples are implemented by the method proposed in this paper, such as the proportional-integral-derivative controller design problem and the nonlinear finite impulse response filter design problem. Based on our numerical experience, we demonstrate that our algorithm enhances the computational speed for solving NSIP problems. Copyright Springer Science+Business Media, LLC 2012

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1007/s10589-011-9452-9
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Computational Optimization and Applications.

    Volume (Year): 53 (2012)
    Issue (Month): 1 (September)
    Pages: 91-113

    as in new window
    Handle: RePEc:spr:coopap:v:53:y:2012:i:1:p:91-113

    Contact details of provider:
    Web page: http://www.springer.com/math/journal/10589

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords: Nonlinear semi-infinite programming; Convexification approximation; Cutting plane method; Control design problem;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:53:y:2012:i:1:p:91-113. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.