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A projected lagrangian algorithm for semi-infinite programming |
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| Authors: | I D Coope G A Watson |
| Institution: | (1) Department of Mathematics, University of Canterbury, Christchurch 1, New Zealand;(2) Department of Mathematical Sciences, University of Dundee, DD1 4HN Dundee, Scotland |
| Abstract: | A globally convergent algorithm is presented for the solution of a wide class of semi-infinite programming problems. The method is based on the solution of a sequence of equality constrained quadratic programming problems, and usually has a second order convergence rate. Numerical results illustrating the method are given. |
| Keywords: | Semi-Infinite Programming Descent Algorithm Penalty Function Lagrangian Function Global Convergence Second Order Convergence |
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