Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs

X.Q. Yang () and K.L. Teo ()

Annals of Operations Research, 2001, vol. 103, issue 1, 235-250

Abstract: In this paper a nonlinear penalty method via a nonlinear Lagrangian function is introduced for semi-infinite programs. A convergence result is established which shows that the sequence of optimal values of nonlinear penalty problems converges to that of semi-infinite programs. Moreover a conceptual convergence result of a discretization method with an adaptive scheme for solving semi-infinite programs is established. Preliminary numerical experiments show that better optimal values for some nonlinear semi-infinite programs can be obtained using the nonlinear penalty method. Copyright Kluwer Academic Publishers 2001

Date: 2001
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DOI: 10.1023/A:1012911307208

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