A Smoothing Newton Method for Semi-Infinite Programming |
| |
Authors: | Dong-Hui Li Liqun Qi Judy Tam and Soon-Yi Wu |
| |
Institution: | (1) Department of Applied Mathematics, Hunan University Changsha, China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong |
| |
Abstract: | This paper is concerned with numerical methods for solving a semi-infinite programming problem. We reformulate the equations and nonlinear complementarity conditions of the first order optimality condition of the problem into a system of semismooth equations. By using a perturbed Fischer–Burmeister function, we develop a smoothing Newton method for solving this system of semismooth equations. An advantage of the proposed method is that at each iteration, only a system of linear equations is solved. We prove that under standard assumptions, the iterate sequence generated by the smoothing Newton method converges superlinearly/quadratically. |
| |
Keywords: | Semi-infinite programming KKT condition Semismooth equations Smoothing Newton method |
本文献已被 SpringerLink 等数据库收录! |
|