Nonlinear robust optimization via sequential convex bilevel programming

In this paper, we present a novel sequential convex bilevel programming algorithm for the numerical solution of structured nonlinear min–max problems which arise in the context of semi-infinite programming. Here, our main motivation are nonlinear inequality constrained robust optimization problems....

Full description

Saved in:

Bibliographic Details
Published in:	Mathematical programming Vol. 142; no. 1-2; pp. 539 - 577
Main Authors:	Houska, Boris, Diehl, Moritz
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2013 Springer Nature B.V
Subjects:	Algorithms Analysis Approximation Calculus of Variations and Optimal Control; Optimization Combinatorics Convex analysis Full Length Paper Linear programming Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Studies Theoretical Mathematical programming with complementarity constraints Bilevel optimization Robust optimization Semi-infinite optimization 90C47 90C55 90C34 Sequential convex programming
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!