Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs |
| |
Authors: | XQ Yang KL Teo |
| |
Institution: | (1) Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong |
| |
Abstract: | In this paper a nonlinear penalty method via a nonlinear Lagrangian function is introduced for semi-infinite programs. A convergence result is established which shows that the sequence of optimal values of nonlinear penalty problems converges to that of semi-infinite programs. Moreover a conceptual convergence result of a discretization method with an adaptive scheme for solving semi-infinite programs is established. Preliminary numerical experiments show that better optimal values for some nonlinear semi-infinite programs can be obtained using the nonlinear penalty method. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|