非凸半无限规划的最新进展:应用与算法

IF 2.6 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE EURO Journal on Computational Optimization Pub Date : 2021-01-01 DOI:10.1016/j.ejco.2021.100006
Hatim Djelassi , Alexander Mitsos , Oliver Stein
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引用次数: 18

摘要

这篇文献综述的目的是对近20年来半无限程序(sip)的最新发展进行更新。概述了不同的求解方法和现有的算法。我们关注的是不做任何凸性假设的sip的确定性算法。特别地,我们考虑了约束函数相对于参数是非凹的情况。讨论了不同算法的优缺点。我们还重点介绍了最近的SIP应用程序。文章最后讨论了存在的挑战和未来的研究方向。
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Recent advances in nonconvex semi-infinite programming: Applications and algorithms

The goal of this literature review is to give an update on the recent developments for semi-infinite programs (SIPs), approximately over the last 20 years. An overview of the different solution approaches and the existing algorithms is given. We focus on deterministic algorithms for SIPs which do not make any convexity assumptions. In particular, we consider the case that the constraint function is non-concave with respect to parameters. Advantages and disadvantages of the different algorithms are discussed. We also highlight recent SIP applications. The article closes with a discussion on remaining challenges and future research directions.

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来源期刊
EURO Journal on Computational Optimization
EURO Journal on Computational Optimization OPERATIONS RESEARCH & MANAGEMENT SCIENCE-
CiteScore
3.50
自引率
0.00%
发文量
28
审稿时长
60 days
期刊介绍: The aim of this journal is to contribute to the many areas in which Operations Research and Computer Science are tightly connected with each other. More precisely, the common element in all contributions to this journal is the use of computers for the solution of optimization problems. Both methodological contributions and innovative applications are considered, but validation through convincing computational experiments is desirable. The journal publishes three types of articles (i) research articles, (ii) tutorials, and (iii) surveys. A research article presents original methodological contributions. A tutorial provides an introduction to an advanced topic designed to ease the use of the relevant methodology. A survey provides a wide overview of a given subject by summarizing and organizing research results.
期刊最新文献
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