An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming
We present a smooth augmented Lagrangian algorithm for semiinfinite programming (SIP). For this algorithm, we establish a perturbation theorem under mild conditions. As a corollary of the perturbation theorem, we obtain the global convergence result, that is, any accumulation point of the sequence g...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/145083 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | We present a smooth augmented Lagrangian algorithm for semiinfinite programming (SIP). For this algorithm, we establish a perturbation theorem under mild conditions. As a corollary of the perturbation theorem, we obtain the global convergence result, that is, any accumulation point of the sequence generated by the algorithm is the solution of SIP. We get this global convergence result without any boundedness condition or coercive condition. Another corollary of the perturbation theorem shows that the perturbation function at zero point is lower semi-continuous if and only if the algorithm forces the sequence of objective function convergence to the optimal value of SIP. Finally, numerical results are given. |
|---|---|
| ISSN: | 1110-757X 1687-0042 |