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Semismooth Newton Methods for Solving Semi-Infinite Programming Problems |
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| Authors: | Liqun Qi Soon-Yi Wu Guanglu Zhou |
| Institution: | (1) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong (e-mail;(2) Institute of Applied Mathematics, National Cheng-Kung University, Tainan 700, Taiwan (e-mail;(3) Department of Mathematics, National University of Singapore, Singapore |
| Abstract: | In this paper we present some semismooth Newton methods for solving the semi-infinite programming problem. We first reformulate the equations and nonlinear complementarity conditions derived from the problem into a system of semismooth equations by using NCP functions. Under some conditions a solution of the system of semismooth equations is a solution of the problem. Then some semismooth Newton methods are proposed for solving this system of semismooth equations. These methods are globally and superlinearly convergent. Numerical results are also given. |
| Keywords: | Semi-infinite programming semismooth equations semismooth Newton method |
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