RPSALG
Comparative study of RPSALG algorithm for convex semi-infinite programming. The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.
Keywords for this software
References in zbMATH (referenced in 9 articles , 1 standard article )
Showing results 1 to 9 of 9.
Sorted by year (- Goberna, M. A.; Jeyakumar, V.; Li, G.; Vicente-Pérez, J.: The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments (2022)
- Groetzner, Patrick; Werner, Ralf: Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (2022)
- Cánovas, Maria Josefa; Kruger, Alexander; Phu, Hoang Xuan; Théra, Michel: Marco A. López, a pioneer of continuous optimization in Spain (2020)
- Wei, Bo; Haskell, William B.; Zhao, Sixiang: The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (2020)
- Goberna, M. A.; López, M. A.: Recent contributions to linear semi-infinite optimization: an update (2018)
- Ferrer, Alberto; Goberna, M. A.; González-Gutiérrez, Enrique; Todorov, Maxim I.: A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem (2017)
- Goberna, M. A.; López, M. A.: Recent contributions to linear semi-infinite optimization (2017)
- Auslender, A.; Ferrer, A.; Goberna, M. A.; López, M. A.: Comparative study of RPSALG algorithm for convex semi-infinite programming (2015)
- Goberna, Miguel A.; López, Marco A.: Post-optimal analysis in linear semi-infinite optimization (2014)