Abstract
This paper presents a smoothing projected Newton-type method for solving the semi-infinite programming (SIP) problem. We first reformulate the KKT system of the SIP problem into a system of constrained nonsmooth equations. Then we solve this system by a smoothing projected Newton-type algorithm. At each iteration only a system of linear equations needs to be solved. The feasibility is ensured via the aggregated constraint under some conditions. Global and local superlinear convergence of this method is established under some standard assumptions. Preliminary numerical results are reported.
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