A homotopy interior point method for semi-infinite programming problems

doi:10.1007/s10898-006-9077-1

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	A homotopy interior point method for semi-infinite programming problems
	Liu, Guo-xin
	2007-04-01
发表期刊	JOURNAL OF GLOBAL OPTIMIZATION
ISSN	0925-5001
卷号	37 期号:4 页码:631-646
摘要	This paper presents a homotopy interior point method for solving a semi-infinite programming (SIP) problem. For algorithmic purpose, based on bilevel strategy, first we illustrate appropriate necessary conditions for a solution in the framework of standard nonlinear programming (NLP), which can be solved by homotopy method. Under suitable assumptions, we can prove that the method determines a smooth interior path Gamma(w(0)) subset of (X-0 x Y-0) x R++ x R-++(1) x (0, 1] from a given interior point w((0)) is an element of (X-0 x Y-0) x R++ x R-++(1) to a point w*, at which the necessary conditions are satisfied. Numerical tracing this path gives a globally convergent algorithm for the SIP. Lastly, several preliminary computational results illustrating the method are given.
关键词	semi-infinite programming first-order necessary optimality condition homotopy method global convergence
DOI	10.1007/s10898-006-9077-1
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000244455100009
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4695
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, Guo-xin
作者单位	1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Jilin Univ, Sch Math, Changchun 130012, Peoples R China
推荐引用方式 GB/T 7714	Liu, Guo-xin. A homotopy interior point method for semi-infinite programming problems[J]. JOURNAL OF GLOBAL OPTIMIZATION,2007,37(4):631-646.
APA	Liu, Guo-xin.(2007).A homotopy interior point method for semi-infinite programming problems.JOURNAL OF GLOBAL OPTIMIZATION,37(4),631-646.
MLA	Liu, Guo-xin."A homotopy interior point method for semi-infinite programming problems".JOURNAL OF GLOBAL OPTIMIZATION 37.4(2007):631-646.