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A Smoothing Newton Method for Semi-Infinite Programming

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  • Dong-Hui Li
  • Liqun Qi
  • Judy Tam
  • Soon-Yi Wu

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  • Dong-Hui Li & Liqun Qi & Judy Tam & Soon-Yi Wu, 2004. "A Smoothing Newton Method for Semi-Infinite Programming," Journal of Global Optimization, Springer, vol. 30(2), pages 169-194, November.
  • Handle: RePEc:spr:jglopt:v:30:y:2004:i:2:p:169-194
    DOI: 10.1007/s10898-004-8266-z
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    References listed on IDEAS

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    1. K.L. Teo & X.Q. Yang & L.S. Jennings, 2000. "Computational Discretization Algorithms for Functional Inequality Constrained Optimization," Annals of Operations Research, Springer, vol. 98(1), pages 215-234, December.
    2. Liqun Qi, 1999. "Regular Pseudo-Smooth NCP and BVIP Functions and Globally and Quadratically Convergent Generalized Newton Methods for Complementarity and Variational Inequality Problems," Mathematics of Operations Research, INFORMS, vol. 24(2), pages 440-471, May.
    3. Liqun Qi & Houyuan Jiang, 1997. "Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations," Mathematics of Operations Research, INFORMS, vol. 22(2), pages 301-325, May.
    4. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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    Citations

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    Cited by:

    1. Takayuki Okuno & Masao Fukushima, 2014. "Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints," Journal of Global Optimization, Springer, vol. 60(1), pages 25-48, September.
    2. Chen Ling & Qin Ni & Liqun Qi & Soon-Yi Wu, 2010. "A new smoothing Newton-type algorithm for semi-infinite programming," Journal of Global Optimization, Springer, vol. 47(1), pages 133-159, May.
    3. Xiaojiao Tong & Chen Ling & Soon-Yi Wu & Liqun Qi, 2013. "Semi-infinite programming method for optimal power flow with transient stability and variable clearing time of faults," Journal of Global Optimization, Springer, vol. 55(4), pages 813-830, April.
    4. Bo Wei & William B. Haskell & Sixiang Zhao, 2020. "An inexact primal-dual algorithm for semi-infinite programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(3), pages 501-544, June.
    5. Ping Jin & Chen Ling & Huifei Shen, 2015. "A smoothing Levenberg–Marquardt algorithm for semi-infinite programming," Computational Optimization and Applications, Springer, vol. 60(3), pages 675-695, April.
    6. Li-Ping Pang & Jian Lv & Jin-He Wang, 2016. "Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 433-465, June.
    7. Mengwei Xu & Soon-Yi Wu & Jane Ye, 2014. "Solving semi-infinite programs by smoothing projected gradient method," Computational Optimization and Applications, Springer, vol. 59(3), pages 591-616, December.
    8. Bo Wei & William B. Haskell & Sixiang Zhao, 2020. "The CoMirror algorithm with random constraint sampling for convex semi-infinite programming," Annals of Operations Research, Springer, vol. 295(2), pages 809-841, December.
    9. Xiaojiao Tong & Soon-Yi Wu & Renjun Zhou, 2010. "New approach for the nonlinear programming with transient stability constraints arising from power systems," Computational Optimization and Applications, Springer, vol. 45(3), pages 495-520, April.
    10. C. Ling & L. Q. Qi & G. L. Zhou & S. Y. Wu, 2006. "Global Convergence of a Robust Smoothing SQP Method for Semi-Infinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 129(1), pages 147-164, April.
    11. Thinh, Vo Duc & Chuong, Thai Doan & Le Hoang Anh, Nguyen, 2023. "Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications," Applied Mathematics and Computation, Elsevier, vol. 455(C).
    12. Jiachen Ju & Qian Liu, 2020. "Convergence properties of a class of exact penalty methods for semi-infinite optimization problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(3), pages 383-403, June.
    13. Qian Liu & Changyu Wang & Xinmin Yang, 2013. "On the convergence of a smoothed penalty algorithm for semi-infinite programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 78(2), pages 203-220, October.
    14. S. Mishra & M. Jaiswal & H. Le Thi, 2012. "Nonsmooth semi-infinite programming problem using Limiting subdifferentials," Journal of Global Optimization, Springer, vol. 53(2), pages 285-296, June.

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