Skip to main content
Log in

A noninterior point homotopy method for semi-infinite programming problems

  • Original Research
  • Published:
Journal of Applied Mathematics and Computing Aims and scope Submit manuscript

Abstract

In this paper, we present a new homotopy method which is a non-interior point homotopy method for solving semi-infinite programming problems. Under suitable assumptions, we prove that the method determines a smooth path from a given point. The new homotopy method generalizes the existing combined homotopy interior point method for semi-infinite programming problems to unbounded set, moreover, it is more convenient in that it enlarges the choice scope of the initial point. Some numerical examples are given to show its efficiency.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Leon, T., Sanmatias, S., Vercher, E.: On the numerical treatment of linearly constrained semi-infinite optimization problems. Eur. J. Oper. Res. 121(1), 78–91 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  2. Polak, E.: Optimization: Algorithms and Consistent Approximations. Springer, Berlin (2006)

    MATH  Google Scholar 

  3. Still, G.: Discretization in semi-infinite programming: the rate of convergence. Math. Program. 91, 53–69 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bhattacharjee, B., Lemonidis, P., Green Jr., W.H., Barton, P.I.: Global solution of semi-infinite programs. Math. Program. 103, 283–307 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  5. Cánovas, M.J., Hantoute, A., López, M.A., Parra, J.: Stability of indices in the KKT conditions and metric regularity in convex semi-infinite optimization. J. Optim. Theory Appl. 139, 485–500 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  6. López, M., Still, G.: Semi-infinite programming. Eur. J. Oper. Res. 180, 491–518 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  7. Reemtsen, R., Ruckmann, J.: Semi-Infinite Programming. Kluwer Academic Publishers, Boston (1998)

    Book  MATH  Google Scholar 

  8. Stein, O., Still, G.: Solving semi-infinite optimization problems with interior point techniques. SIAM J. Control Optim. 42, 769–788 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  9. Zhang, L.P., Wu, S.-Y., López, M.A.: A new exchange method for convex semi-infinite programming. SIAM J. Optim. 20, 2959–2977 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  10. Okuno, T., Hayashi, S., Yamashita, N., Gomoto, K.: An exchange method with refined subproblems for convex semi-infinite programming problems. Optim. Methods Softw. 31, 1–20 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  11. Li, D.H., Qi, L., Tam, J., Wu, S.Y.: A smoothing Newton method for semi-infinite programming. J. Glob. Optim. 30, 169–194 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  12. Ling, C., Ni, Q., Qi, L., Wu, S.Y.: A new smoothing Newton-type algorithm for semi-infinite programming. J. Glob. Optim. 47(1), 133–159 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  13. Qi, L., Wu, S.Y., Zhou, G.L.: Semismooth Newton methods for solving semi-infinite programming problems. J. Glob. Optim. 27, 215–232 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  14. Xu, M., Wu, S.Y., Ye, J.J.: Solving semi-infinite programs by smoothing projected gradient method. Comput. Optim. Appl. 59(3), 591–616 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  15. Liu, G.: A homotopy interior point method of semi-infinite programming problems. J. Glob. Optim. 37(4), 631–646 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  16. Shang, Y., Yu, B.: Boundary moving combined homotopy method for nonconvex nonlinear programming and its convergence. J. Jinlin Univ.: Sci. Ed. 44(3), 357–361 (2006)

    MathSciNet  MATH  Google Scholar 

  17. Allgower, E.L., Georg, K.: Numerical Continuation Methods: An Introduction. Springer, Berlin (1990)

    Book  MATH  Google Scholar 

  18. Naber, G.L.: Topological Method in Euclidean Space. Cambridge University Press, London (1980)

    MATH  Google Scholar 

  19. Makela, M.M., Neittaanmaki, P.: Nonsmooth Optimization. World Scientific, Singapore (1992)

    Book  MATH  Google Scholar 

Download references

Acknowledgments

The authors are grateful to the referees for valuable comments which help us to improve the paper. This work is supported by the Natural Sciences Foundation of China under Grant No. 11201240.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xiaona Fan.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Fan, X., Li, M. & Gao, F. A noninterior point homotopy method for semi-infinite programming problems. J. Appl. Math. Comput. 56, 179–194 (2018). https://doi.org/10.1007/s12190-016-1067-y

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12190-016-1067-y

Keywords

Mathematics Subject Classification

Navigation