Liu, Qian; Wang, Changyu; Yang, Xinmin - In: Computational Statistics 78 (2013) 2, pp. 203-220
For semi-infinite programming (SIP), we consider a class of smoothed penalty functions, which approximate the exact $$l_\rho (0\rho \le 1)$$ penalty functions. On base of the smoothed penalty function, we present a feasible penalty algorithm for solving SIP. Without any boundedness condition or...