1. An iterative method for solving KKT system of the semi-infinite programming.
- Author
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Wu, Soon-Yi, Li, Dong-Hui, Qi, Liqun, and Zhou, Guanglu
- Subjects
- *
ITERATIVE methods (Mathematics) , *NONLINEAR programming , *ALGORITHMS , *NEWTON-Raphson method , *MATHEMATICAL models , *MATHEMATICS - Abstract
We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported. [ABSTRACT FROM AUTHOR]
- Published
- 2005
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