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 publicationJournal articleAcademic researchpeer-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 languageEnglish
Pages (from-to)629-643
Number of pages15
JournalOptimization Methods and Software
Volume20
Issue number6
DOIs
Publication statusPublished - 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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