An Augmented Lagrangian Algorithm for Solving SemiinfiniteProgramming
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-11
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Liu, Qian& Wang, Changyu. 2012. An Augmented Lagrangian Algorithm for Solving SemiinfiniteProgramming. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-992977
Modern Language Association (MLA)
Liu, Qian& Wang, Changyu. An Augmented Lagrangian Algorithm for Solving SemiinfiniteProgramming. Journal of Applied Mathematics No. 2012 (2012), pp.1-11.
https://search.emarefa.net/detail/BIM-992977
American Medical Association (AMA)
Liu, Qian& Wang, Changyu. An Augmented Lagrangian Algorithm for Solving SemiinfiniteProgramming. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-992977
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-992977