Name
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. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1007/s10898-004-8266-z | J. Global Optimization |
Keywords | Field | DocType |
Semi-infinite programming,KKT condition,Semismooth equations,Smoothing Newton method | Mathematical optimization,Quadratic growth,System of linear equations,First order,Mathematical analysis,Semi-infinite programming,Smoothing,Numerical analysis,Karush–Kuhn–Tucker conditions,Mathematics,Newton's method | Journal |
Volume | Issue | ISSN |
30 | 2-3 | 0925-5001 |
Citations | PageRank | References |
22 | 1.02 | 18 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Donghui Li | 1 | 380 | 32.40 |
| Liqun Qi | 2 | 3155 | 284.52 |
| Judy Tam | 3 | 22 | 1.02 |
| Soonyi Wu | 4 | 196 | 18.92 |