Abstract
The semi-infinite programming (SIP) problem is a program with infinitely many constraints. It can be reformulated as a nonsmooth nonlinear programming problem with finite constraints by using an integral function. Due to the nondifferentiability of the integral function, gradient-based algorithms cannot be used to solve this nonsmooth nonlinear programming problem. To overcome this difficulty, we present a robust smoothing sequential quadratic programming (SQP) algorithm for solving the nonsmooth nonlinear programming problem. At each iteration of the algorthm, we need to solve only a quadratic program that is always feasible and solvable. The global convergence of the algorithm is established under mild conditions. Numerical results are given.
Original language | English |
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Pages (from-to) | 147-164 |
Number of pages | 18 |
Journal | Journal of Optimization Theory and Applications |
Volume | 129 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Apr 2006 |
Externally published | Yes |
Keywords
- Global convergence
- Integral functions
- Semi-infinite programming
- Smoothing SQP algorithm
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics