lower level duality

Solving disjunctive optimization problems by generalized semi-infinite optimization techniques

  • Peter Kirst
  • Oliver Stein
    • Categories Nonsmooth Optimization, Semi-infinite Programming Tags , , , ,

    We describe a new possibility to model disjunctive optimization problems as generalized semi-infinite programs. In contrast to existing methods, for our approach neither a conjunctive nor a disjunctive normal form is expected. Applying existing lower level reformulations for the corresponding semi-infinite program we derive conjunctive nonlinear problems without any logical expressions, which can be locally … 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