Bounding-Focused Discretization Methods for the Global Optimization of Nonconvex Semi-Infinite Programs
We use sensitivity analysis to design bounding-focused discretization (cutting-surface) methods for the global optimization of nonconvex semi-infinite programs (SIPs). We begin by formulating the optimal bounding-focused discretization of SIPs as a max-min problem and propose variants that are more computationally tractable. We then use parametric sensitivity theory to design an effective heuristic approach for solving … Read more