Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1176.90593
Stein, Oliver; Tezel, Aysun
The semismooth approach for semi-infinite programming under the reduction ansatz. (English)
[J] J. Glob. Optim. 41, No. 2, 245-266 (2008). ISSN 0925-5001; ISSN 1573-2916/e

A semismooth Newton method for solving generalized semi-infinite programming problems (GSIP) is proposed and analyzed. The method is based on the KKT system where the complementarity conditions are replaced by a formulation using NCP functions. The approach is studied for GSIP with convex lower level problems. \par It is shown that under standard assumptions at a local minimizer of GSIP (reduction ansatz and strict complementarity in the lower level, linear independency constraint qualification and strong second order sufficiency condition in the upper level) the standard assumptions for convergence of the semismooth Newton system holds such that the method converges q-quadratically. The approach does not assume strict comlementarity in the upper level, so that the standard KKT Newton system is singular. The paper also presents some interesting numerical examples.
[Georg Still (Enschede)]

MSC 2000:: *90C34 Semi-infinite programming
90C33 Complementarity problems
90C46 Optimality conditions, duality
49M05 Methods of successive approximation based on necessary conditions
49M15 Methods of Newton-Raphson, Galerkin and Ritz types

Keywords: generalized semi-infinite optimization; semismooth Newton method; NCP function; CD regularity; reduction ansatz

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]