A homotopy interior point method for semi-infinite programming problems期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

按检索

A homotopy interior point method for semi-infinite programming problems

Authors:	Guo-xin Liu

Institution:	(1) Institute of Computational Mathematics and Scientific/ Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing, 100080, P. R. China;(2) School of Mathematics, Jilin University, Changchun, 130012, P. R. China

Abstract:	This paper presents a homotopy interior point method for solving a semi-infinite programming (SIP) problem. For algorithmic purpose, based on bilevel strategy, first we illustrate appropriate necessary conditions for a solution in the framework of standard nonlinear programming (NLP), which can be solved by homotopy method. Under suitable assumptions, we can prove that the method determines a smooth interior path $\Gamma_{w^{(0)}}\subset (X^{0}\times\mathcal{Y}^{0})\times\Re_{++}\times\Re^{l}_{++}\times(0,1]$ from a given interior point $w^{(0)} \in (X^{0}\times\mathcal{Y}^{0})\times\Re_{++}\times\Re^{l}_{++}$ to a point w ^*, at which the necessary conditions are satisfied. Numerical tracing this path gives a globally convergent algorithm for the SIP. Lastly, several preliminary computational results illustrating the method are given.

Keywords:	Semi-infinite programming First-order necessary optimality condition Homotopy method Global convergence
本文献已被 SpringerLink 等数据库收录！