A projected lagrangian algorithm for semi-infinite programming
- 1 July 1985
- journal article
- Published by Springer Science and Business Media LLC in Mathematical Programming
- Vol. 32 (3), 337-356
- https://doi.org/10.1007/bf01582053
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.Keywords
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