Abstract
A quasi-Newton algorithm for semi-infinite programming using an L ∞ exact penalty function is described, and numerical results are presented. Comparisons with three Newton algorithms and one other quasi-Newton algorithm show that the algorithm is very promising in practice.
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Price, C.J., Coope, I.D. Numerical experiments in semi-infinite programming. Comput Optim Applic 6, 169–189 (1996). https://doi.org/10.1007/BF00249645
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DOI: https://doi.org/10.1007/BF00249645