Journal of Applied Mathematics

  • J. Appl. Math.
  • Volume 2012, Special Issue (2012), Article ID 145083, 11 pages.

An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming

Qian Liu and Changyu Wang

Full-text: Open access

Abstract

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.

Article information

Source
J. Appl. Math., Volume 2012, Special Issue (2012), Article ID 145083, 11 pages.

Dates
First available in Project Euclid: 3 January 2013

Permanent link to this document
https://projecteuclid.org/euclid.jam/1357178241

Digital Object Identifier
doi:10.1155/2012/145083

Mathematical Reviews number (MathSciNet)
MR2984203

Zentralblatt MATH identifier
1271.90092

Citation

Liu, Qian; Wang, Changyu. An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming. J. Appl. Math. 2012, Special Issue (2012), Article ID 145083, 11 pages. doi:10.1155/2012/145083. https://projecteuclid.org/euclid.jam/1357178241


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