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

Feng, Zhi; Teo, Kok; Rehbock, Volker

Access Status

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Authors

Feng, Zhi

Teo, Kok

Rehbock, Volker

Date

2007

Type

Conference Paper

Metadata

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Citation

Feng, Zhi Guo and Teo, Kok Lay and Rehbock, Volker. 2007. A Smoothing Approach for Semi-infinite Programming with Projected Newton-type Algorithm, in M. Fukushima, et al (ed), The 7th International Conference on Optimization: Techniques and Applications (ICOTA7), Dec 12 2007, pp. 63-64.Kobe, Japan: Universal Academy Press, Inc

Source Title

The 7th International Conference on Optimization: Techniques and Applications (ICOTA7) Proceedings

Source Conference

The 7th International Conference on Optimization: Techniques and Applications (ICOTA7)

ISBN

978-4-946443-15-2

Faculty

School of Science and Computing

Department of Mathematics and Statistics

Faculty of Science and Engineering

URI

http://hdl.handle.net/20.500.11937/40355

Collection

Curtin Research Publications

Abstract

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.