An exact penalty function algorithm for semi-infinite programmes

@article{Price1990AnEP,
  title={An exact penalty function algorithm for semi-infinite programmes},
  author={Chris J. Price and Ian D. Coope},
  journal={BIT Numerical Mathematics},
  year={1990},
  volume={30},
  pages={723-734}
}
An algorithm for semi-inifinite programming using sequential quadratic programming techniques together with anL∞ exact penalty function is presented, and global convergence is shown. An important feature of the convergence proof is that it does not require an implicit function theorem to be applicable to the semi-infinite constraints; a much weaker assumption concerning the finiteness of the number of global maximizers of each semi-infinite constraint is sufficient. In contrast to proofs based… CONTINUE READING