BIT Numerical Mathematics

, Volume 21, Issue 3, pp 362–373 | Cite as

Globally convergent methods for semi-infinite programming

  • G. A. Watson
Part II. Numerical Mathematics
Received:
Revised:

Abstract

Recently developed methods for nonlinear semi-infinite programming problems have only local convergence properties. In this paper, we show how the convergence can be globalized by the use of an exact penalty function. Both convergence and rate of convergence results are established.

Keywords

Computational Mathematic Programming Problem Penalty Function Convergence Property Convergence Result 
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

© BIT Foundations 1981

Authors and Affiliations

  • G. A. Watson
    • 1
  1. 1.Department of MathematicsUniversity of DundeeScotland

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