RecordNumber
110
Author
Guo-xin Liu
Title of Article
A homotopy interior point method for semi-infinite programming problems
Title Of Journal
Journal of Global Optimization
PublishInfo
Springer
Volum
37
Issue Number
4
Page
631-646
Keywords
Semi-infinite programming , First-order necessary optimality condition , Homotopy method , Global convergence
Notes
براي دانلود و مشاهده مقاله به قسمت لينكهاي مرتبط مراجعه نماييد
Subject
Business and Economics
Abstract
This paper presents a homotopy interior point method for solving a semi-infinite programming (SIP) problem. For algorithmic purpose, based on bilevel strategy, first we illustrate appropriate necessary conditions for a solution in the framework of standard nonlinear programming (NLP), which can be solved by homotopy method. Under suitable assumptions, we can prove that the method determines a smooth interior path w(0)(X00)++l++(01] from a given interior point w(0)(X00)++l++ to a point w *, at which the necessary conditions are satisfied. Numerical tracing this path gives a globally convergent algorithm for the SIP. Lastly, several preliminary computational results illustrating the method are given.
URL
www.springerlink.com/index/0650122160642173.pdf,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx