Daniel Jungen

libDIPS — Discretization-Based Semi-Infinite and Bilevel Programming Solvers

  • Aron Zingler
  • Alexander Mitsos
  • Daniel Jungen
  • Hatim Djelassi
    • Categories Optimization Software and Modeling Systems, Robust Optimization, Semi-infinite Programming Tags , , , , ,

    We consider several hierarchical optimization programs: (generalized) semi-infinite and existence-constrained semi-infinite programs, minmax, and bilevel programs. Multiple adaptive discretization-based algorithms have been published for these program classes in recent decades. However, rigorous numerical performance comparisons between these algorithms are lacking. Indeed, if numerical comparisons are provided at all, they usually compare a small selection of … Read more

    Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables

  • Daniel Jungen
  • Hatim Djelassi
  • Alexander Mitsos
    • Categories Global Optimization Tags , ,

    The proof of convergence of adaptive discretization-based algorithms for semi-infinite programs (SIPs) usually relies on compact host sets for the upper- and lower-level variables. This assumption is violated in some applications, and we show that indeed convergence problems can arise when discretization-based algorithms are applied to SIPs with unbounded variables. To mitigate these convergence problems, … Read more