Alexander Mitsos

A Hybrid Discretization Algorithm with Guaranteed Feasibility for the Global Solution of Semi-Infinite Programs

  • Hatim Djelassi
  • Alexander Mitsos
    • Categories Semi-infinite Programming

    A discretization-based algorithm for the global solution of semi-infinite programs (SIPs) is proposed, which is guaranteed to converge to a feasible, ε-optimal solution finitely under mild assumptions. The algorithm is based on the hybridization of two existing algorithms. The first algorithm (Mitsos in Optimization 60(10–11):1291–1308, 2011) is based on a restriction of the right-hand side … Read more

    Global Optimization of Generalized Semi-Infinite Programs via Restriction of the Right Hand Side

  • Alexander Mitsos
  • Angelos Tsoukalas
    • Categories Global Optimization, Semi-infinite Programming

    The algorithm proposed in [Mitsos Optimization 2011] for the global optimization of semi-infinite programs is extended to the global optimization of generalized semi-infinite programs (GSIP). No convexity or concavity assumptions are made. The algorithm employs convergent lower and upper bounds which are based on regular (in general nonconvex) nonlinear programs (NLP) solved by a (black-box) … Read more

    Multi-Variate McCormick Relaxations

  • Alexander Mitsos
  • Angelos Tsoukalas
    • Categories Global Optimization Theory Tags , , , , , ,

    G. P. McCormick [Math Prog 1976] provides the framework for convex/concave relaxations of factorable functions, via rules for the product of functions and compositions of the form F(f(z)), where F is a univariate function. Herein, the composition theorem is generalized to allow multivariate outer functions F, and theory for the propagation of subgradients is presented. … Read more