Many numerical methods have been developed for the solution of Poisson and Laplace equations such as finite-difference methods, finite-element methods, boundary-element methods, etc. Sinc numerical methods developed recently by Stenger and co-workers excel over other methods for problems involving singularities, infinite or semi-infinite domains as well as boundary layer behaviors. In this pape...

In this paper‎, ‎we introduce and study some new single-valued gap functions for non-differentiable semi-infinite multiobjective optimization problems with locally Lipschitz data‎. ‎Since one of the fundamental properties of gap function for optimization problems is its abilities in characterizing the solutions of the problem in question‎, ‎then the essential properties of the newly introduced ...

 We consider generalized semi-infinite programming problems in which the index set of the inequality constraints depends on the decision vector and all emerging functions are assumed to be convex. Considering a lower level constraint qualification, we derive a formula for estimating the subdifferential of the value function. Finally, we establish the Fritz-John necessary optimality con...

We consider the generalization of a variant of Karmarkar's algorithm to semi-infinite programming. The extension of interior point methods to infinite-dimensional linear programming is discussed and an algorithm is derived. An implementation of the algorithm for a class of semi-infinite linear programs is described and the results of a number of test problems are given. We pay particular attent...

This paper deals with generalized semi-infinite optimization problems where the (infinite) index set of inequality constraints depends on the state variables and all involved functions are twice continuously differentiable. Necessary and sufficient second order optimality conditions for such problems are derived under assumptions which imply that the corresponding optimal value function is seco...

Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretizationand an exchange method are d...

In this work, we develop duality of the minimum volume circumscribed ellipsoid and the maximum volume inscribed ellipsoid problems. We present a unified treatment of both problems using convex semi–infinite programming. We establish the known duality relationship between the minimum volume circumscribed ellipsoid problem and the optimal experimental design problem in statistics. The duality res...

In this paper, we develop the sufficient conditions for the existence of local and global saddle points of two classes of augmented Lagrangian functions for nonconvex optimization problem with both equality and inequality constraints, which improve the corresponding results in available papers. The main feature of our sufficient condition for the existence of global saddle points is that we do ...

In [S. Bütikofer, Math. Methods Oper. Res., 68 (2008), pp. 235–256] a nonsmooth Newton method globalized with the aid of a path search was developed in an abstract framework. We refine the convergence analysis given there and adapt this algorithm to certain finite dimensional optimization problems with C1,1 data. Such problems arise, for example, in semi-infinite programming under a reduction a...