A standard branch-and-bound approach for nonlinear semi-infinite problems
From MaRDI portal
Publication:2282532
DOI10.1016/j.ejor.2019.10.025zbMath1430.90536OpenAlexW2982639800MaRDI QIDQ2282532
Antoine Marendet, Alexandre Goldsztejn, Gilles Chabert, Christophe Jermann
Publication date: 8 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.10.025
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Semi-infinite programming (90C34)
Related Items (3)
Convergent Algorithms for a Class of Convex Semi-infinite Programs ⋮ A penalty function method for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard ⋮ Recent advances in nonconvex semi-infinite programming: applications and algorithms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robustness in nonsmooth nonlinear multi-objective programming
- Constraint qualifications in convex vector semi-infinite optimization
- Upper bounding in inner regions for global optimization under inequality constraints
- Obtaining the efficient set of nonlinear biobjective optimization problems via interval branch-and-bound methods
- A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming
- The cluster problem revisited
- Semi-infinite programming
- Adaptive constructive interval disjunction: algorithms and experiments
- Efficient handling of universally quantified inequalities
- Generalized gradients of Lipschitz functionals
- Infinitely constrained optimization problems
- Rigorous global search: continuous problems
- The cluster problem in constrained global optimization
- Constraint propagation using dominance in interval branch \& bound for nonlinear biobjective optimization
- Interval methods for semi-infinite programs
- First order rejection tests for multiple-objective optimization
- How to solve a semi-infinite optimization problem
- Recent advances in robust optimization: an overview
- Deterministic upper bounds for spatial branch-and-bound methods in global minimization with nonconvex constraints
- Optimization of a one-dimensional hypertelescope for a direct imaging in astronomy
- A branch and bound algorithm for quantified quadratic programming
- Nonlinear robust optimization via sequential convex bilevel programming
- A branch and prune algorithm for the computation of generalized aspects of parallel robots
- Deriving robust counterparts of nonlinear uncertain inequalities
- Second-order sufficient optimality conditions for local and global nonlinear programming
- Robust solutions to multi-objective linear programs with uncertain data
- Global optimization of semi-infinite programs via restriction of the right-hand side
- Semi-Infinite Programming: Theory, Methods, and Applications
- Constructive Interval Disjunction
- The Adaptive Convexification Algorithm: A Feasible Point Method for Semi-Infinite Programming
- Relaxation-Based Bounds for Semi-Infinite Programs
- Generalized Gradients and Applications
- Arb: Efficient Arbitrary-Precision Midpoint-Radius Interval Arithmetic
- Complete search in continuous global optimization and constraint satisfaction
- How do you compute the midpoint of an interval?
- Discretization in semi-infinite programming: the rate of convergence
This page was built for publication: A standard branch-and-bound approach for nonlinear semi-infinite problems
