A projected lagrangian algorithm for semi-infinite programming
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Math. Program.
دوره 32 شماره
صفحات -
تاریخ انتشار 1985