A smoothing projected Newton-type algorithm for semi-infinite programming

被引：24
|
作者：
Qi, Liqun [4 ]
Ling, Chen [1 ]
Tong, Xiaojiao [2 ]
Zhou, Guanglu [3 ]
机构：
[1] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Peoples R China
[2] Changsha Univ Sci & Technol, Inst Math, Changsha, Peoples R China
[3] Curtin Univ Technol, Dept Math & Stat, Bentley, WA 6102, Australia
[4] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2009年 / 42卷 / 01期
基金：
美国国家科学基金会; 澳大利亚研究理事会;
关键词：
Semi-infinite programming; KKT system; Constrained equations; Smoothing method; Convergence; COMPLEMENTARITY-PROBLEMS; CONVERGENCE; SEMISMOOTHNESS; DISCRETIZATION; OPTIMIZATION; EQUATIONS;
D O I：
10.1007/s10589-007-9117-x
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper presents a smoothing projected Newton-type method for solving the semi-infinite programming (SIP) problem. We first reformulate the KKT system of the SIP problem into a system of constrained nonsmooth equations. Then we solve this system by a smoothing projected Newton-type algorithm. At each iteration only a system of linear equations needs to be solved. The feasibility is ensured via the aggregated constraint under some conditions. Global and local superlinear convergence of this method is established under some standard assumptions. Preliminary numerical results are reported.
引用
收藏
页码：1 / 30
页数：30
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