Outer approximations are a well known technique for solving semi-infinite optimization problems. We show that a straightforward adaptation of this technique results in a new, external, active-set strategy that can easily be added to existing software packages for solving nonlinear programming problems with a large number of inequality constraints. As our numerical results show, the effect of this external active-set strategy can be spectacular, with reductions in computing time by a factor that can exceed 500.
Title
On the Off-Label Use of Outer Approximations: An External Active Set Strategy
Published
2007-10-26
Full Collection Name
Electrical Engineering & Computer Sciences Technical Reports
Other Identifiers
EECS-2007-127
Type
Text
Extent
26 p
Archive
The Engineering Library
Usage Statement
Researchers may make free and open use of the UC Berkeley Library’s digitized public domain materials. However, some materials in our online collections may be protected by U.S. copyright law (Title 17, U.S.C.). Use or reproduction of materials protected by copyright beyond that allowed by fair use (Title 17, U.S.C. § 107) requires permission from the copyright owners. The use or reproduction of some materials may also be restricted by terms of University of California gift or purchase agreements, privacy and publicity rights, or trademark law. Responsibility for determining rights status and permissibility of any use or reproduction rests exclusively with the researcher. To learn more or make inquiries, please see our permissions policies (https://www.lib.berkeley.edu/about/permissions-policies).
