Global convergence of a robust smoothing SQP method for semi-infinite programming
Semi-infinite optimization problems are mathematical programs with finite dimensional decision variable and possibly infinitely many inequality constraints. One way to reformulate them as a nonlinear programming problem is by replacing the constraints via an integral function. The inherent nonsmoothness of semi-infinite programming then entails the nonsmoothness of the integral constraint. The article presents a smoothing SQP method for this reformulation, where the quadratic subproblems are solvable in each iteration. Under mild conditions global convergence of the algorithm is established, and preliminary numerical results are given.
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