Answers are grounded in this paper and cite their sources.
We develop an iterative method for solving the KKT system of the semi-infinite programming (SIP) problem. At each iteration, we solve the KKT system of a nonlinear programming problem with finite constraints by a semismooth Newton method. The algorithm either terminates at a KKT point of the SIP problem in finitely many iterations or generates an infinite sequence of iterates whose any accumulation point is a KKT point of the problem. We also analyse the convergence rate of the method. Preliminary numerical results are reported.
No takes yet. Share an insight, caveat, or question.
Wu et al. (2005) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: