ISSN:
1436-4646
Keywords:
Semi-Infinite Programming
;
Descent Algorithm
;
Penalty Function
;
Lagrangian Function
;
Global Convergence
;
Second Order Convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01582053
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