Global convergence of a semi-infinite optimization method

@article{Bell1990GlobalCO,
  title={Global convergence of a semi-infinite optimization method},
  author={Bradley M. Bell},
  journal={Applied Mathematics and Optimization},
  year={1990},
  volume={21},
  pages={69-88}
}
A new algorithm for minimizing locally Lipschitz functions using approximate function values is presented. It yields a method for minimizing semi-infinite exact penalty functions that parallels the trust-region methods used in composite nondifferentiable optimization. A finite method for approximating a semi-infinite exact penalty function is developed. A uniform implicit function theorem is established during this development. An implementation and test results for the approximate penalty… CONTINUE READING

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