# On the Off-Label Use of Outer Approximations: An External Active Set Strategy

### Hoam Chung, Elijah Polak and S. Shankar Sastry

###
EECS Department

University of California, Berkeley

Technical Report No. UCB/EECS-2007-127

October 26, 2007

### http://www.eecs.berkeley.edu/Pubs/TechRpts/2007/EECS-2007-127.pdf

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.

BibTeX citation:

@techreport{Chung:EECS-2007-127, Author = {Chung, Hoam and Polak, Elijah and Sastry, S. Shankar}, Title = {On the Off-Label Use of Outer Approximations: An External Active Set Strategy}, Institution = {EECS Department, University of California, Berkeley}, Year = {2007}, Month = {Oct}, URL = {http://www.eecs.berkeley.edu/Pubs/TechRpts/2007/EECS-2007-127.html}, Number = {UCB/EECS-2007-127}, Abstract = {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.} }

EndNote citation:

%0 Report %A Chung, Hoam %A Polak, Elijah %A Sastry, S. Shankar %T On the Off-Label Use of Outer Approximations: An External Active Set Strategy %I EECS Department, University of California, Berkeley %D 2007 %8 October 26 %@ UCB/EECS-2007-127 %U http://www.eecs.berkeley.edu/Pubs/TechRpts/2007/EECS-2007-127.html %F Chung:EECS-2007-127