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

Liqun Qi, Chen Ling, Xiaojiao Tong, Guanglu Zhou

Research output: Journal article publicationJournal articleAcademic researchpeer-review

23 Citations (Scopus)

Abstract

This paper presents a smoothing projected Newton-type method for solving the semi-infinite programming (SIP) problem. We first reformulate the KKT system of the SIP problem into a system of constrained nonsmooth equations. Then we solve this system by a smoothing projected Newton-type algorithm. At each iteration only a system of linear equations needs to be solved. The feasibility is ensured via the aggregated constraint under some conditions. Global and local superlinear convergence of this method is established under some standard assumptions. Preliminary numerical results are reported.
Original languageEnglish
Pages (from-to)1-30
Number of pages30
JournalComputational Optimization and Applications
Volume42
Issue number1
DOIs
Publication statusPublished - 1 Jan 2009

Keywords

  • Constrained equations
  • Convergence
  • KKT system
  • Semi-infinite programming
  • Smoothing method

ASJC Scopus subject areas

  • Applied Mathematics
  • Computational Mathematics
  • Control and Optimization

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