A smoothing approach for
semi-infinite programming with projected Newton-type algorithm
Zhi Guo Feng - College of Mathematics and Computer Science, Chongqing Normal University, Chongqing, China (email)
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.
Keywords: KKT system, Projected Newton-type algorithm, Smoothing function.
Received: January 2008; Revised: July 2008; Available Online: December 2008.
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