An iterative method for solving KKT system of the semi-infinite programming

Soon Yi Wu; Dong Hui Li; Liqun Qi; Guanglu Zhou

doi:10.1080/10556780500094739

An iterative method for solving KKT system of the semi-infinite programming

Soon Yi Wu, Dong Hui Li, Liqun Qi, Guanglu Zhou

Research output: Journal article publication › Journal article › Academic research › peer-review

29 Citations (Scopus)

Abstract

We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported.

Original language	English
Pages (from-to)	629-643
Number of pages	15
Journal	Optimization Methods and Software
Volume	20
Issue number	6
DOIs	https://doi.org/10.1080/10556780500094739
Publication status	Published - 1 Dec 2005

Keywords

KKT system
Semi-infinite programming
Semismooth equation

ASJC Scopus subject areas

Computer Graphics and Computer-Aided Design
Software
Applied Mathematics
Control and Optimization
Management Science and Operations Research

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10.1080/10556780500094739

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abstract = "We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported.",

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AB - We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported.

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KW - Semi-infinite programming

KW - Semismooth equation

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An iterative method for solving KKT system of the semi-infinite programming

Abstract

Keywords

ASJC Scopus subject areas

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