An exact penalty function algorithm for semi-infinite programmes
type: Item
instance of: scholarly article
title: An exact penalty function algorithm for semi-infinite programmes
zbMATH Open document ID: 0715.65044
DOI: 10.1007/BF01933219
published in: BIT
publication date: 1990-01-01T00:00:00Z
review text: For semi-infinite nonlinear programming, a penalty-type method is investigated which is based on the \(L_{\infty}\)-norm. Proceeding from the global and some local maximal values of the constraint function, a quadratic approximation of the exact penalty function is constructed. By assuming that the constraint function possesses a finite number of global maximizers, the usage of the implicit function theorem can be avoided. A new iterate is obtained by solving the \(L_{\infty}\)-quadratic programming subproblem and by performing a line search. Convergence of the algorithm is shown.
reviewed by: Klaus Schittkowski
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C34
zbMATH DE Number: 4178658
zbMATH Keywords: semi-infinite nonlinear programming
zbMATH Keywords: penalty-type method
zbMATH Keywords: Convergence
zbMATH Keywords: algorithm
author: C. J. Price
author: Ian D. Coope
MaRDI profile type: Publication
cites work: Nonlinear programming using minimax techniques
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cites work: Q3915937
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full work available at URL: https://doi.org/10.1007/bf01933219
OpenAlex ID: W2030333465
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description: scientific article; zbMATH DE number 4178658