Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/17406
Title: An iterative method for solving KKT system of the semi-infinite programming
Authors: Wu, SY
Li, DH
Qi, L 
Zhou, G
Keywords: KKT system
Semi-infinite programming
Semismooth equation
Issue Date: 2005
Publisher: Taylor & Francis
Source: Optimization methods and software, 2005, v. 20, no. 6, p. 629-643 How to cite?
Journal: Optimization methods and software 
Abstract: We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported.
URI: http://hdl.handle.net/10397/17406
ISSN: 1055-6788
DOI: 10.1080/10556780500094739
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