Zobrazit v EDS

Discretization algorithms for generalized semi-infinite programs with coupling equality constraints under local solution stability

Uloženo v:
Podrobná bibliografie
Název: Discretization algorithms for generalized semi-infinite programs with coupling equality constraints under local solution stability
Autoři: Zingler, Aron, Lipow, Adrian W., Mitsos, Alexander
Informace o vydavateli: Springer US
Rok vydání: 2025
Sbírka: EconStor (German National Library of Economics, ZBW)
Témata: ddc:510, Semi-Infinite Programming, Generalized Semi-Infinite Programming, Nonconvex, Equality Constraints, Global Optimization
Popis: Existing algorithms for generalized semi-infinite programs can only handle lower-level constraints containing equality constraints depending on upper-level variables (so-called coupling equality constraints) under limiting assumptions. More specifically, discretization-based algorithms require that the coupling equality constraints result in some lower-level variables being determined uniquely as implicit functions of the other lower-level and upper-level variables. We propose an adaptation of the discretization-based algorithm of Blankenship & Falk and demonstrate it can handle coupling equality constraints under the weaker assumption of stability of the solution set for these constraints in the sense of Lipschitz lower semi-continuity. The key idea is to allow a perturbation of the lower-level variable values from discretization points in connection with changes in the upper-level variables in the discretized upper-level problem. We enforce that these perturbed values satisfy the coupling equality constraints while remaining close to the discretization point, provided we can guarantee the stability of the solution in the sense that a nearby solution exists for small changes of the upper-level variables. We provide concrete realizations of the algorithm for three different situations: i ) when knowledge about a certain Lipschitz constant is available, ii ) when the coupling equality constraints are assumed to have full rank, and iii ) when the coupling equality constraints are additionally linear in the lower-level variables. Numerical experiments on small test problems and a physically motivated problem related to power flow illustrate that the approach can be successfully applied to solve the challenging problems, but is currently limited in terms of scalability.
Druh dokumentu: article in journal/newspaper
Jazyk: English
Relation: https://hdl.handle.net/10419/330658
DOI: 10.1007/s10898-025-01515-3
Dostupnost: https://hdl.handle.net/10419/330658
https://doi.org/10.1007/s10898-025-01515-3
Rights: https://www.econstor.eu/dspace/Nutzungsbedingungen ; https://creativecommons.org/licenses/by/4.0/
Přístupové číslo: edsbas.C0CEB9AD
Databáze: BASE
FullText Text:
  Availability: 0
CustomLinks:
  – Url: https://hdl.handle.net/10419/330658#
    Name: EDS - BASE (s4221598)
    Category: fullText
    Text: View record from BASE
  – Url: https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=EBSCO&SrcAuth=EBSCO&DestApp=WOS&ServiceName=TransferToWoS&DestLinkType=GeneralSearchSummary&Func=Links&author=Zingler%20A
    Name: ISI
    Category: fullText
    Text: Nájsť tento článok vo Web of Science
    Icon: https://imagesrvr.epnet.com/ls/20docs.gif
    MouseOverText: Nájsť tento článok vo Web of Science
Header DbId: edsbas
DbLabel: BASE
An: edsbas.C0CEB9AD
RelevancyScore: 1009
AccessLevel: 3
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 1009.3056640625
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Discretization algorithms for generalized semi-infinite programs with coupling equality constraints under local solution stability
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Zingler%2C+Aron%22">Zingler, Aron</searchLink><br /><searchLink fieldCode="AR" term="%22Lipow%2C+Adrian+W%2E%22">Lipow, Adrian W.</searchLink><br /><searchLink fieldCode="AR" term="%22Mitsos%2C+Alexander%22">Mitsos, Alexander</searchLink>
– Name: Publisher
  Label: Publisher Information
  Group: PubInfo
  Data: Springer US
– Name: DatePubCY
  Label: Publication Year
  Group: Date
  Data: 2025
– Name: Subset
  Label: Collection
  Group: HoldingsInfo
  Data: EconStor (German National Library of Economics, ZBW)
– Name: Subject
  Label: Subject Terms
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22ddc%3A510%22">ddc:510</searchLink><br /><searchLink fieldCode="DE" term="%22Semi-Infinite+Programming%22">Semi-Infinite Programming</searchLink><br /><searchLink fieldCode="DE" term="%22Generalized+Semi-Infinite+Programming%22">Generalized Semi-Infinite Programming</searchLink><br /><searchLink fieldCode="DE" term="%22Nonconvex%22">Nonconvex</searchLink><br /><searchLink fieldCode="DE" term="%22Equality+Constraints%22">Equality Constraints</searchLink><br /><searchLink fieldCode="DE" term="%22Global+Optimization%22">Global Optimization</searchLink>
– Name: Abstract
  Label: Description
  Group: Ab
  Data: Existing algorithms for generalized semi-infinite programs can only handle lower-level constraints containing equality constraints depending on upper-level variables (so-called coupling equality constraints) under limiting assumptions. More specifically, discretization-based algorithms require that the coupling equality constraints result in some lower-level variables being determined uniquely as implicit functions of the other lower-level and upper-level variables. We propose an adaptation of the discretization-based algorithm of Blankenship & Falk and demonstrate it can handle coupling equality constraints under the weaker assumption of stability of the solution set for these constraints in the sense of Lipschitz lower semi-continuity. The key idea is to allow a perturbation of the lower-level variable values from discretization points in connection with changes in the upper-level variables in the discretized upper-level problem. We enforce that these perturbed values satisfy the coupling equality constraints while remaining close to the discretization point, provided we can guarantee the stability of the solution in the sense that a nearby solution exists for small changes of the upper-level variables. We provide concrete realizations of the algorithm for three different situations: i ) when knowledge about a certain Lipschitz constant is available, ii ) when the coupling equality constraints are assumed to have full rank, and iii ) when the coupling equality constraints are additionally linear in the lower-level variables. Numerical experiments on small test problems and a physically motivated problem related to power flow illustrate that the approach can be successfully applied to solve the challenging problems, but is currently limited in terms of scalability.
– Name: TypeDocument
  Label: Document Type
  Group: TypDoc
  Data: article in journal/newspaper
– Name: Language
  Label: Language
  Group: Lang
  Data: English
– Name: NoteTitleSource
  Label: Relation
  Group: SrcInfo
  Data: https://hdl.handle.net/10419/330658
– Name: DOI
  Label: DOI
  Group: ID
  Data: 10.1007/s10898-025-01515-3
– Name: URL
  Label: Availability
  Group: URL
  Data: https://hdl.handle.net/10419/330658<br />https://doi.org/10.1007/s10898-025-01515-3
– Name: Copyright
  Label: Rights
  Group: Cpyrght
  Data: https://www.econstor.eu/dspace/Nutzungsbedingungen ; https://creativecommons.org/licenses/by/4.0/
– Name: AN
  Label: Accession Number
  Group: ID
  Data: edsbas.C0CEB9AD
PLink https://erproxy.cvtisr.sk/sfx/access?url=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.C0CEB9AD
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s10898-025-01515-3
    Languages:
      – Text: English
    Subjects:
      – SubjectFull: ddc:510
        Type: general
      – SubjectFull: Semi-Infinite Programming
        Type: general
      – SubjectFull: Generalized Semi-Infinite Programming
        Type: general
      – SubjectFull: Nonconvex
        Type: general
      – SubjectFull: Equality Constraints
        Type: general
      – SubjectFull: Global Optimization
        Type: general
    Titles:
      – TitleFull: Discretization algorithms for generalized semi-infinite programs with coupling equality constraints under local solution stability
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Zingler, Aron
      – PersonEntity:
          Name:
            NameFull: Lipow, Adrian W.
      – PersonEntity:
          Name:
            NameFull: Mitsos, Alexander
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-locals
              Value: edsbas
            – Type: issn-locals
              Value: edsbas.oa
ResultId 1