A projected lagrangian algorithm for semi-infinite programming
نویسندگان
چکیده
منابع مشابه
A projected lagrangian algorithm for semi-infinite programming
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.
متن کاملA parallel algorithm for semi-infinite programming
The implementation results of an algorithm designed to solve semi-in&nite programming problems are reported. Due to its computational intensity, parallelisation is used in two stages of the algorithm—for evaluating the global optimum and for checking the feasibility of constraints. The algorithms are parallelised using MPI—the message passing interface. The algorithms are then applied to engine...
متن کاملA Truncated Projected Newton-Type Algorithm for Large-Scale Semi-infinite Programming
In this paper, a truncated projected Newton-type algorithm is presented for solving large-scale semi-infinite programming problems. This is a hybrid method of a truncated projected Newton direction and a modified projected gradient direction. The truncated projected Newton method is used to solve the constrained nonlinear system. In order to guarantee global convergence, a robust loss function ...
متن کاملComparative study of RPSALG algorithm for convex semi-infinite programming
The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semiinfinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG in...
متن کاملAn interior point algorithm for semi-infinite linear programming
We consider the generalization of a variant of Karmarkar's algorithm to semi-infinite programming. The extension of interior point methods to infinite-dimensional linear programming is discussed and an algorithm is derived. An implementation of the algorithm for a class of semi-infinite linear programs is described and the results of a number of test problems are given. We pay particular attent...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1985
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01582053