Mathematica Eterna
Open Access

Abstract

A filter trust region method for solving generalized semi-infinite programming problems

Ruyue Hou, Chun Xu, Lele Ren and Ke Su

In this paper, a filter trust region method is proposed for solving generalized semi-infinite programming problem (GSIP). By reformulating the Karush-Kuhn-Tucker conditions, we obtain a system of semismooth equations that is equivalent to the GSIP problem. Also, the NCP function is used to construct the semismooth equations. For solving this equivalent problem, a promising method, called filter method, is introduced. Compared with the existed methods for GSIP, the presented method is more flexible. there is only one system of linear equations 148 Ruyue Hou, Chun Xu, Lele Ren and Ke Su needed to be solved at per iteration. And the scale of calculation is reduced to a certain degree. Under some reasonable conditions, the global convergent properties of the presented method are proven.