On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
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Authors
Polak, E.
Royset, J.O.
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Date of Issue
2004
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Abstract
We present an approach for the solution of a class of generalized semi-infinite optimization problems.
Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems
into ordinary semi-infinite min-max problems, with the same set of local and global solutions as well
as the same stationary points. Once the transformation is effected, the generalized semi-infinite
min-max problems can be solved using any available semi-infinite optimization algorithm. We illustrate
our approach with two numerical examples, one of which deals with structural design subject to
reliability constraints.
Type
Article
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Department
Operations Research
Organization
Naval Postgraduate School (U.S.)
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Format
25 p.
Citation
Polak, Elijah, and Johannes O. Royset. "One the use of augmented Langrangians in the solution of generalized semi-infinite min-max problems." Computation Optimization and Applications 31 2 (2005): 173-192
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.