A new smoothing Newton-type algorithm for semi-infinite programming

Chen Ling, Qin Ni, Liqun Qi, Soon Yi Wu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

17 Citations (Scopus)

Abstract

We consider a semismooth reformulation of the KKT system arising from the semi-infinite programming (SIP) problem. Based upon this reformulation, we present a new smoothing Newton-type method for the solution of SIP problem. The main properties of this method are: (a) it is globally convergent at least to a stationary point of the SIP problem, (b) it is locally superlinearly convergent under a certain regularity condition, (c) the feasibility is ensured via the aggregated constraint, and (d) it has to solve just one linear system of equations at each iteration. Preliminary numerical results are reported. 2009.
Original languageEnglish
Pages (from-to)133-159
Number of pages27
JournalJournal of Global Optimization
Volume47
Issue number1
DOIs
Publication statusPublished - 1 May 2010

Keywords

  • Convergence
  • KKT system
  • Nonsmooth equations
  • Semi-infinite programming (SIP) problem
  • Smoothing method

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Optimization
  • Applied Mathematics
  • Management Science and Operations Research

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