A new smoothing Newton-type algorithm for semi-infinite programming |
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Authors: | Chen Ling Qin Ni Liqun Qi Soon-Yi Wu |
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Institution: | (3) Brandenburg Technical Univ. Cottbus, Cottbus, Germany |
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Abstract: | We consider a semismooth reformulation of the KKT system arising from the semi-infinite programming (SIP) problem. Based upon
this reformulation, we present a new smoothing Newton-type method for the solution of SIP problem. The main properties of
this method are: (a) it is globally convergent at least to a stationary point of the SIP problem, (b) it is locally superlinearly
convergent under a certain regularity condition, (c) the feasibility is ensured via the aggregated constraint, and (d) it
has to solve just one linear system of equations at each iteration. Preliminary numerical results are reported. |
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Keywords: | |
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