Abstract
In this paper, we report results of the implementation of an algorithm designed to solve semi-infinite programming problems. Due to its computational intensity, parallélisation is used in two stages – for evaluating the global optimum and for checking the feasibility of constraints. We parallelise the algorithms by 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 identification, and robust macroeconomic policies for inflation targeting.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
