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http://dx.doi.org/10.14317/jami.2012.30.5_6.759

A SUPERLINEAR $\mathcal{VU}$ SPACE-DECOMPOSITION ALGORITHM FOR SEMI-INFINITE CONSTRAINED PROGRAMMING  

Huang, Ming (Institute of Operations Research and Control, School of Mathematical Sciences, (DUT))
Pang, Li-Ping (Institute of Operations Research and Control, School of Mathematical Sciences, (DUT))
Lu, Yuan (School of Sciences, Shenyang University)
Xia, Zun-Quan (Institute of Operations Research and Control, School of Mathematical Sciences, (DUT))
Publication Information
Journal of applied mathematics & informatics / v.30, no.5_6, 2012 , pp. 759-772 More about this Journal
Abstract
In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.
Keywords
semi-infinite constrained programming; penalty function; $\mathcal{VU}$-decomposition; second-order expansion; superlinear convergence;
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