2020
DOI: 10.1016/j.ejor.2019.10.025
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A standard branch-and-bound approach for nonlinear semi-infinite problems

Abstract: This paper considers nonlinear semi-infinite problems, which contain at least one semi-infinite constraint (SIC). The standard branch-and-bound algorithm is adapted to such problems by extending usual upper and lower bounding techniques for nonlinear inequality constraints to SICs. This is achieved by defining the interval evaluation of parametrized functions and their generalized gradients, by also adapting numerical constraint programming techniques to quantified inequalities, and by introducing linear relax… Show more

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Cited by 12 publications
(4 citation statements)
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“…In the rare cases where the verification fails, the verification procedure proposed in [23] outputs a faulty frequency that can be added to the discretized set of frequencies for a new trial. Continuous variables generically lead to active constraints, which require some theory and accurate algorithms with some adaptive discretization to allow discovering active frequencies for optimal coefficients (see [22], [24] for details). Integer variables generically do not lead to active constraints.…”
Section: B Formulating Linear Frequency Constraintsmentioning
confidence: 99%
“…In the rare cases where the verification fails, the verification procedure proposed in [23] outputs a faulty frequency that can be added to the discretized set of frequencies for a new trial. Continuous variables generically lead to active constraints, which require some theory and accurate algorithms with some adaptive discretization to allow discovering active frequencies for optimal coefficients (see [22], [24] for details). Integer variables generically do not lead to active constraints.…”
Section: B Formulating Linear Frequency Constraintsmentioning
confidence: 99%
“…Am considers a nonlinear semi-in nite problem with at least one semiin nite constraint (SIC). Standard branch-and-bound algorithms adapt to such problems by extending the usual upper and lower-bound techniques for nonlinear inequality constraints to SIC [2]. Yongmoon presents a globally optimal algorithm for determining the rotational offsets between the rigidly coupled rotation sensor and the camera coordinate system.…”
Section: Introductionmentioning
confidence: 99%
“…This generates infeasible iterates giving rigorous lower bounds to the optimal objective value. Recently, a branch-and-bound algorithm for the solution of SIP problems with a box-constrained lower level was proposed in [28]. In [13,39], a convexification method is proposed which adaptively constructs convex relaxations of the lower-level problem, replaces the relaxed lower-level problems equivalently by their KKT conditions, and solves the resulting mathematical restrictions with complementarity constraints.…”
Section: Introduction a Semi-infinite Programming (Sip) Problem Is An...mentioning
confidence: 99%