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Global optimization of generalized semi-infinite programs using disjunctive programming

Peter Kirst (kirst***at***kit.edu)
Oliver Stein (stein***at***kit.edu)

Abstract: We propose a new branch-and-bound algorithm for global minimization of generalized semi-infinite programs. It treats the inherent disjunctive structure of these problems by tailored lower bounding procedures. Our numerical results on standard test problems with three different such lower bounding procedures show the merits of our approach.

Keywords: Generalized semi-infinite optimization, Disjunctive optimization, Global optimization, Branch-and-bound

Category 1: Global Optimization

Citation: Institute of Operations Research, Karlsruhe Institute of Technology (KIT), Germany

Download: [PDF]

Entry Submitted: 10/05/2017
Entry Accepted: 10/07/2017
Entry Last Modified: 10/09/2017

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