Abstract
To date, the main emphasis in the development of numerical methods for solving semi-infinite programming problems has been on producing good locally convergent methods, and it seems that little attention has been given to the provision of globally convergent algorithms, except in some special cases. For many finite programming problems, good globally convergent methods based on the use of exact penalty functions are now available and it is the purpose of this paper to show that precisely analogous methods may be successfully used for a general class of semi-infinite programming problems.
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Watson, G.A. (1983). Numerical Experiments with Globally Convergent Methods for Semi-Infinite Programming Problems. In: Fiacco, A.V., Kortanek, K.O. (eds) Semi-Infinite Programming and Applications. Lecture Notes in Economics and Mathematical Systems, vol 215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46477-5_13
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DOI: https://doi.org/10.1007/978-3-642-46477-5_13
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