A parallel algorithm for semi-infinite programming
نویسندگان
چکیده
The implementation results of an algorithm designed to solve semi-in&nite programming problems are reported. Due to its computational intensity, parallelisation is used in two stages of the algorithm—for evaluating the global optimum and for checking the feasibility of constraints. The algorithms are parallelised using MPI—the message passing interface. The algorithms are then applied to engineering and macroeconomic modelling problems, including designing robust optimally informative experiments for dynamic model identi&cation and veri&cation, and robust macroeconomic policies for in7ation targeting. c © 2003 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 44 شماره
صفحات -
تاریخ انتشار 2003