Abstract
In this paper a nonlinear penalty method via a nonlinear Lagrangian function is introduced for semi-infinite programs. A convergence result is established which shows that the sequence of optimal values of nonlinear penalty problems converges to that of semi-infinite programs. Moreover a conceptual convergence result of a discretization method with an adaptive scheme for solving semi-infinite programs is established. Preliminary numerical experiments show that better optimal values for some nonlinear semi-infinite programs can be obtained using the nonlinear penalty method.
Original language | English |
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Pages (from-to) | 235-250 |
Number of pages | 16 |
Journal | Annals of Operations Research |
Volume | 103 |
Issue number | 1-4 |
DOIs | |
Publication status | Published - 1 Dec 2001 |
ASJC Scopus subject areas
- General Decision Sciences
- Management Science and Operations Research