An unconstrained convex programming approach to convex semi-infinite programming

摘要

A smooth convex penalty function method for solving a semi-infinite convex programming problem is proposed in this paper. The semi-infinite convex programming problem can be successively solved by by a sequence of smooth unconstrained convex programming problems, whose optimal solutions are convergent to the optimal set of the original problem. Some other convergence results are also established in this paper, and several numerical examples are included to illustrate our approach.