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January  2009, 5(1): 141-151. doi: 10.3934/jimo.2009.5.141

## A smoothing approach for semi-infinite programming with projected Newton-type algorithm

 1 College of Mathematics and Computer Science, Chongqing Normal University, Chongqing, China 2 Department of Mathematics and Statistics, Curtin University, G.P.O. Box U1987, Perth, WA 6845 3 Curtin University of Technology, Bentley WA

Received  January 2008 Revised  July 2008 Published  December 2008

In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply the projected Newton-type algorithm to solve this equation and show that the accumulation point satisfies the KKT system. Some numerical results are presented for illustration.
Citation: Zhi Guo Feng, Kok Lay Teo, Volker Rehbock. A smoothing approach for semi-infinite programming with projected Newton-type algorithm. Journal of Industrial and Management Optimization, 2009, 5 (1) : 141-151. doi: 10.3934/jimo.2009.5.141
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