Tuesday, 13:45 - 14:10 h, Room: MA 042

 

Boris Houska
Lifting methods for generalized semi-infinite programs

Coauthors: Moritz Diehl, Oliver Stein, Paul Steuermann

 

Abstract:
In this talk we present 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 solved in order to check feasibility of the upper level minimization problem. In this talk we discuss three strategies to reformulate a class lower-level convex GSIPs into equivalent standard minimization problems by exploiting the concept of lower level Wolfe duality. Here, the main contribution is the discussion of the non-degeneracy of the corresponding formulations under various assumptions. Finally, these non-degenerate re-formulations of the original GSIP allow us to apply standard nonlinear optimization algorithms.

 

Talk 2 of the invited session Tue.2.MA 042
"Advances in robust optimization" [...]
Cluster 20
"Robust optimization" [...]

 

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