Filter Trust Region Method for Nonlinear Semi-Infinite Programming Problem

We present a filter trust region method for nonlinear semi-infinite programming. Based on the discretization technique and motivated by the multiobjective programming, we transform the semi-infinite problem into a finite one. Together with the filter technique, we propose a modified method that avoi...

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Bibliographic Details
Main Authors: Ke Su, Chun Xu, Lele Ren
Format: Article
Language:English
Published: Hindawi Limited 2018-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2018/3921592
Description
Summary:We present a filter trust region method for nonlinear semi-infinite programming. Based on the discretization technique and motivated by the multiobjective programming, we transform the semi-infinite problem into a finite one. Together with the filter technique, we propose a modified method that avoids the merit function. Compared with the existing methods, our method is more flexible and easier to implement. Under some mild conditions, the convergent properties are proved. Moreover, the numerical results are reported in the end.
ISSN:1024-123X
1563-5147