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On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems

  • Author(s): Polak, Elijah
  • Royset, J
  • et al.

We present an approach for the solution of a class of generalized semi-infinite optimization problems. Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems into ordinary semi-infinite min-max problems, with the same set of local and global solutions as well as the same stationary points. Once the transformation is effected, the generalized semi-infinite min-max problems can be solved using any available semi-infinite optimization algorithm. We illustrate our approach with two numerical examples, one of which deals with structural design subject to reliability constraints.

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