mwang (12/20/82)
DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES
NUMERICAL ANALYSIS SEMINAR - Friday, January 7, 1983.
Dr. G.A. Watson of Dundee University, Scotland, will
speak on "Globally Convergent Methods for Semi-
infinite Programming Problems".
TIME: 3:30 PM
ROOM: M&C 5158
ABSTRACT
Many optimization problems which arise in practice
can be posed as semi-infinite programming problems,
which have a finite number of unknown parameters, but
an infinite number of constraints. Except in some
special cases, recently developed methods for such
problems have only local convergence properties. In
this talk, it is shown how the convergence can be
globalized by the use of an exact penalty function.
An algorithm based on this approach is presented,
along with numerical results.
December 20, 1982