Solving Generalized Semi-Infinite Programming Problems with a Trust Region Method


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Tezel Ozturan A.

ACTA PHYSICA POLONICA A, vol.128, 2015 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 128
  • Publication Date: 2015
  • Doi Number: 10.12693/aphyspola.128.b-93
  • Journal Name: ACTA PHYSICA POLONICA A
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Hacettepe University Affiliated: Yes

Abstract

In this paper, a trust region method for generalized semi-infinite programming problems is presented. The method is based on [O. Yi-gui, "A filter trust region method for solving semi-infinite programming problems", J. Appl. Math. Comput. 29, 311 (2009)]. We transformed the method from standard to generalized semi-infinite programming problems. The semismooth reformulation of the Karush-Kuhn-Tucker conditions using nonlinear complementarity functions is used. Under some standard regularity condition from semi-infinite programming, the method is convergent globally and superlinearly. Numerical examples from generalized semi-infinite programming illustrate the performance of the proposed method.