The L∞ exact penalty function in semi-infinite programming
An algorithm for semi-infinite programming using sequential quadratic programming techniques together with an L∞ exact penalty function is presented, and global convergence is shown. An important feature of the convergence proof is that it does not require an implicit function theorem to be applicable to the semi-infinite constraints; a much weaker assumption concerning the finiteness of the number of global maximizers of each semi-infinite constraint is sufficient In contrast to proofs based on an implicit function theorem, this result is also valid for a large class of C¹ problems.
SubjectsField of Research::01 - Mathematical Sciences::0103 - Numerical and Computational Mathematics
- Engineering: Reports