Abstract
A globally convergent algorithm is presented for the solution of a wide class of semi-infinite programming problems. The method is based on the solution of a sequence of equality constrained quadratic programming problems, and usually has a second order convergence rate. Numerical results illustrating the method are given.
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Coope, I.D., Watson, G.A. A projected lagrangian algorithm for semi-infinite programming. Mathematical Programming 32, 337–356 (1985). https://doi.org/10.1007/BF01582053
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DOI: https://doi.org/10.1007/BF01582053