A noninterior point homotopy method for semi-infinite programming problems

In this paper, we present a new homotopy method which is a non-interior point homotopy method for solving semi-infinite programming problems. Under suitable assumptions, we prove that the method determines a smooth path from a given point. The new homotopy method generalizes the existing combined homotopy interior point method for semi-infinite programming problems to unbounded set, moreover, it is more convenient in that it enlarges the choice scope of the initial point. Some numerical examples are given to show its efficiency.