A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm

In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply th...

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Main Authors: Feng, Zhi, Teo, Kok, Rehbock, Volker
Other Authors: M. Fukushima, et al
Format: Conference Paper
Published: Universal Academy Press, Inc 2007
Online Access:http://hdl.handle.net/20.500.11937/40355
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author Feng, Zhi
Teo, Kok
Rehbock, Volker
author2 M. Fukushima, et al
author_facet M. Fukushima, et al
Feng, Zhi
Teo, Kok
Rehbock, Volker
author_sort Feng, Zhi
building Curtin Institutional Repository
collection Online Access
description In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply the projected Newton-type algorithm to solve this equation and show that the accumulation point satisfies the KKT system. Some numerical results are presented for illustration.
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format Conference Paper
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institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T09:02:49Z
publishDate 2007
publisher Universal Academy Press, Inc
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spelling curtin-20.500.11937-403552017-01-30T14:41:53Z A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm Feng, Zhi Teo, Kok Rehbock, Volker M. Fukushima, et al In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply the projected Newton-type algorithm to solve this equation and show that the accumulation point satisfies the KKT system. Some numerical results are presented for illustration. 2007 Conference Paper http://hdl.handle.net/20.500.11937/40355 Universal Academy Press, Inc restricted
spellingShingle Feng, Zhi
Teo, Kok
Rehbock, Volker
A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title_full A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title_fullStr A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title_full_unstemmed A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title_short A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm
title_sort smoothing approach for semi-infinite programming with projected newton-type algorithm
url http://hdl.handle.net/20.500.11937/40355