Semi-Infinite Optimization with Implicit Functions
Name
SIOF_InECR.pdf
Description
Accepted version
Size
363.5 KB
Format
Adobe PDF
Checksum (MD5)
132010937b0c5305a723ba29aa91fad5
Author(s)
Stuber, Matthew D.
Barton, Paul I
Date Issued
December 2014
Journal
Industrial & Engineering Chemistry Research
Publisher
American Chemical Society (ACS)
Citation
Stuber, Matthew D., and Paul I. Barton. "Semi-Infinite Optimization with Implicit Functions." Industrial & Engineering Chemistry Research 54, 1 (January 2015), 54: 307−317 © 2014 American Chemical Society
Version
Author's final manuscript
Abstract
In this work, equality-constrained bilevel optimization problems, arising from engineering design, economics, and operations research problems, are reformulated as an equivalent semi-infinite program (SIP) with implicit functions embedded, which are defined by the original equality constraints that model the system. Using recently developed theoretical tools for bounding implicit functions, a recently developed algorithm for global optimization of implicit functions, and a recently developed algorithm for solving standard SIPs with explicit functions to global optimality, a method for solving SIPs with implicit functions embedded is presented. The method is guaranteed to converge to ε-optimality infinitely many iterations given the existence of a Slater point arbitrarily close to a minimizer. Besides the Slater point assumption, it is assumed only that the functions are continuous and factorable and that the model equations are once continuously differentiable.
MIT Department
Massachusetts Institute of Technology. Process Systems Engineering Laboratory
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1021/ie5029123
