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2015 | 128 | 2B | B-93-B-96

Article title

Solving Generalized Semi-Infinite Programming Problems with a Trust Region Method

Content

Title variants

Languages of publication

EN

Abstracts

EN
In this paper, a trust region method for generalized semi-infinite programming problems is presented. The method is based on [O. Yi-gui, "A filter trust region method for solving semi-infinite programming problems", J. Appl. Math. Comput. 29, 311 (2009)]. We transformed the method from standard to generalized semi-infinite programming problems. The semismooth reformulation of the Karush-Kuhn-Tucker conditions using nonlinear complementarity functions is used. Under some standard regularity condition from semi-infinite programming, the method is convergent globally and superlinearly. Numerical examples from generalized semi-infinite programming illustrate the performance of the proposed method.

Keywords

EN

Year

Volume

128

Issue

2B

Pages

B-93-B-96

Physical description

Dates

published
2015-8

Contributors

  • Hacettepe University, Mathematics, Ankara, Turkey

References

  • [1] M.A. Goberna, M. Lopez, ISBN-13: 978-0471970408HUKHUKLinear Semi-Infinite Optimization, Wiley, Chichester 1998
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  • [5] Semi-Infinite Programming, Eds. R. Reemtsen, J.-J. Rückmann, Kluwer, Boston 1998, doi: 10.1007/978-1-4757-2868-2_7
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  • [10] G.-W. Weber, Generalized Semi-Infinite Optimization and Related Topics, Heldermann Verlag, Lemgo (Germany) 2003
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  • [14] O. Yi-gui, J. Appl. Math. Comput. 29, 311 (2009), doi: 10.1007/s12190-008-0132-6
  • [15] O. Stein, A. Tezel, SIAM J. Optimiz. 20, 1052 (2009), doi: 10.1137/080719765
  • [16] A. Ben-Tal, A. Nemirovski, Operat. Res. Lett. 25, 1 (1999), doi: 10.1016/S0167-6377(99)00016-4

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.bwnjournal-article-appv128n2b025kz
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