Reduction method with multistart technique for semi-infinite programming problems

Semi-infinite programming problems can be efficiently solved by reduction type methods. In this work a new global reduction method for semi-infinite programming is presented. The multilocal optimization is carried out with a multistart technique and the reduced problem is approximately solved by a primal-dual interior point method combined with a two-dimensional filter line search strategy. The filter strategy is used to promote the global convergence of the algorithm. Numerical experiments with a set of well-known problems are shown and comparisons with other methods are presented