A SMOOTHING APPROACH FOR SEMI-INFINITE PROGRAMMING WITH PROJECTED NEWTON-TYPE ALGORITHM

作者：Feng Zhi Guo^*; Teo Kok Lay; Rehbock Volker

来源：Journal of Industrial and Management Optimization, 2009, 5(1): 141-151.

DOI：10.3934/jimo.2009.5.141

• KKT system
• Projected Newton-type algorithm
• Smoothing function

In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply the projected Newton-type algorithm to solve this equation and show that the accumulation point satisfies the KKT system. Some numerical results are presented for illustration.

• 出版日期2009-2
• 单位重庆师范大学