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A smoothing approach for semi-infinite programming with projected Newton-type algorithm

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  • In this paper we apply the projected Newton-type algorithm to solve semi-infinite programming problems. The infinite constraints are replaced by an equivalent nonsmooth function which is then approximated by a smoothing function. The KKT system is formulated as a nonsmooth equation. We then apply the projected Newton-type algorithm to solve this equation and show that the accumulation point satisfies the KKT system. Some numerical results are presented for illustration.
    Mathematics Subject Classification: Primary: 90C34; Secondary: 90C5.

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