A trust region method for semi-infinite programming problems

DOI10.1080/002077299292542MaRDI QIDQ4546855zbMATH OpenOpenAlexFDO

Authors Yoshihiro Tanaka

Publication date 11 November 2002

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002077299292542

zbMATH Keywords

\(\varepsilon\)-most-active constraints\(L_\infty\) exact penalty functionsemi-infinite programmingsuccessive quadratic programming

Mathematics Subject Classification ID

Semi-infinite programming (90C34) Methods of successive quadratic programming type (90C55)

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• A penalty function method for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard
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• Recursive quadratic methods with the use of consistent approximations for semi-infinite programming problems
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• A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming
• A Truncated Projected Newton-Type Algorithm for Large-Scale Semi-infinite Programming
• A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming

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