Open Access
2012 An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming
Qian Liu, Changyu Wang
J. Appl. Math. 2012(SI15): 1-11 (2012). DOI: 10.1155/2012/145083


We present a smooth augmented Lagrangian algorithm for semiinfinite programming (SIP). For this algorithm, we establish a perturbation theorem under mild conditions. As a corollary of the perturbation theorem, we obtain the global convergence result, that is, any accumulation point of the sequence generated by the algorithm is the solution of SIP. We get this global convergence result without any boundedness condition or coercive condition. Another corollary of the perturbation theorem shows that the perturbation function at zero point is lower semi-continuous if and only if the algorithm forces the sequence of objective function convergence to the optimal value of SIP. Finally, numerical results are given.


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Qian Liu. Changyu Wang. "An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming." J. Appl. Math. 2012 (SI15) 1 - 11, 2012.


Published: 2012
First available in Project Euclid: 3 January 2013

zbMATH: 1271.90092
MathSciNet: MR2984203
Digital Object Identifier: 10.1155/2012/145083

Rights: Copyright © 2012 Hindawi

Vol.2012 • No. SI15 • 2012
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