Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (2): 70-78.

• Original Articles • Previous Articles     Next Articles

 A System Equations Method with Arbitrary Initial Point for Semi-infinite Programming

SUN Qing-Ying, GAO Bao, SANG Zhao-Yang, TIAN Feng-Ting   

  • Online:2010-06-15 Published:2010-06-15

Abstract:  Based on discretization technique and  diagonal-sparse quasi-Newton method, an improved system equations method with arbitrary initial point for semi-infinite programming is presented. The global and super-linear convergence properties of the new method are discussed. The numerical results illustrate that the new method is more effective than the original algorithm.