ALDISCR: an algorithm for infinite-dimensional constrained optimization (Rapport de recherche 2008/14)

Romain Dujol, Annick Sartenaer

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Abstract

The document is a report on the achievements so far concerning the implementation of the ALDISCR algorithm designed by SACHS and SARTENAER. This algorithm aims at solving constrained optimization problems in an infinite-dimensional setting. It may be implementable directly but still be a bit rigid: we propose a few practicalities to soften the process. The current implementation is tested on a few examples and conclusions so far are given.
Original languageEnglish
Place of PublicationNamur
PublisherFUNDP, Faculté des Sciences. Département de Mathématique.
Publication statusPublished - 2008

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Dujol, R., & Sartenaer, A. (2008). ALDISCR: an algorithm for infinite-dimensional constrained optimization (Rapport de recherche 2008/14). Namur: FUNDP, Faculté des Sciences. Département de Mathématique.