A projected Lagrangian algorithm for semi-infinite programming
Type of content
UC permalink
Publisher's DOI/URI
Thesis discipline
Degree name
Research Report
Publisher
University of Canterbury. Mathematics
Journal Title
Journal ISSN
Volume Title
Language
Date
1983
Authors
Coope, Ian D.
Watson, G. A.
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 effectiveness of the method are given.
Description
Citation
Keywords
Semi-infinite programming, descent algorithm, penalty function, Lagrangian function, global convergence, second order convergence
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Field of Research::01 - Mathematical Sciences::0101 - Pure Mathematics
Rights
Copyright Ian D. Coope