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A recursive quadratic programming algorithm for semi-infinite optimization problems

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Abstract

The well known, local recursive quadratic programming method introduced by E. R. Wilson is extended to apply to optimization problems with constraints of the type\(\mathop {\max }\limits_\omega \phi (x,\omega ) \leqslant 0\), whereω ranges over a compact interval of the real line. A scheme is proposed, which results in a globally convergent conceptual algorithm. Finally, two implementable versions are presented both of which converge quadratically.

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Authors and Affiliations

  1. Electronics Research Laboratory, College of Engineering, University of California, Berkeley, 94720, Berkeley, CA, USA

    E. Polak & A. L. Tits

Authors
  1. E. Polak
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  2. A. L. Tits
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Additional information

Communicated by S. K. Mitter

Research sponsored by the National Science Foundation Grant ECS-79-13148 and the Air Force Office of Scientific Research (AFOSR) United States Air Force Contract No. F49620-79-C-0178

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Polak, E., Tits, A.L. A recursive quadratic programming algorithm for semi-infinite optimization problems. Appl Math Optim 8, 325–349 (1982). https://doi.org/10.1007/BF01447767

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