A recursive quadratic programming algorithm for semi-infinite optimization problems

AbstractThe well known, local recursive quadratic programming method introduced by E. R. Wilson is extended to apply to optimization problems with constraints of the type $$\mathop {\max }\limits_\omega \phi (x,\omega ) \leqslant 0$$ , whereω ranges over a compact interval of the real line. A scheme is proposed, which results in a globally convergent conceptual algorithm. Finally, two implementable versions are presented both of which converge quadratically.

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