Paul Steuermann

An Enhanced Spatial Branch-and-Bound Method in Global Optimization with Nonconvex Constraints

  • Peter Kirst
  • Oliver Stein
  • Paul Steuermann
    • Categories Global Optimization Tags , , ,

    We discuss some difficulties in determining valid upper bounds in spatial branch-and-bound methods for global minimization in the presence of nonconvex constraints. In fact, two examples illustrate that standard techniques for the construction of upper bounds may fail in this setting. Instead, we propose to perturb infeasible iterates along Mangasarian-Fromovitz directions to feasible points whose … Read more

    A lifting method for generalized semi-infinite programs based on lower level Wolfe duality

  • Moritz Diehl
  • Oliver Stein
  • Boris Houska
  • Paul Steuermann
    • Categories Complementarity and Variational Inequalities, Robust Optimization, Semi-infinite Programming Tags , , , ,

    This paper introduces novel numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization problems, and many fields of engineering science. GSIPs can be regarded as bilevel optimization problems, where a parametric lower-level maximization problem has to be … Read more

    On smooth relaxations of obstacle sets

  • Oliver Stein
  • Paul Steuermann
    • Categories Constrained Nonlinear Optimization, Convex Optimization Tags , , , , ,

    We present and discuss a method to relax sets described by finitely many smooth convex inequality constraints by the level set of a single smooth convex inequality constraint. Based on error bounds and Lipschitz continuity, special attention is paid to the maximal approximation error and a guaranteed safety margin. Our results allow to safely avoid … Read more