Skip to main content
eScholarship
Open Access Publications from the University of California

UC Berkeley

UC Berkeley Previously Published Works bannerUC Berkeley

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

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

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.

Many UC-authored scholarly publications are freely available on this site because of the UC's open access policies. Let us know how this access is important for you.

Main Content
Current View