Semi-infinite programming (SIP) problems can be efficiently solvedby reduction type methods. Here, we present a new reduction methodfor SIP, where the multi-local optimization is carried out with amulti-local branch-and-bound method, the reduced (finite)problem is approximately solved by an interior pointmethod, and the global convergence is promoted through atwo-dimensional filter line search. Numerical experiments with a setof well-known problems are shown.
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