Applied Mathematics and Optimization

, Volume 21, Issue 1, pp 69–88 | Cite as

Global convergence of a semi-infinite optimization method

  • Bradley M. Bell


A new algorithm for minimizing locally Lipschitz functions using approximate function values is presented. It yields a method for minimizing semi-infinite exact penalty functions that parallels the trust-region methods used in composite nondifferentiable optimization. A finite method for approximating a semi-infinite exact penalty function is developed. A uniform implicit function theorem is established during this development. An implementation and test results for the approximate penalty function are included.


System Theory Mathematical Method Penalty Function Lipschitz Function Global Convergence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York Inc. 1990

Authors and Affiliations

  • Bradley M. Bell
    • 1
  1. 1.Applied Physics Laboratory, College of Ocean and Fishery SciencesUniversity of WashingtonSeattleUSA

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