A dual parametrization method for convex semi-infinite programming

A dual parametrization method for convex semi-infinite programming

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Article ID: iaor2002475
Country: Netherlands
Volume: 98
Issue: 1
Start Page Number: 189
End Page Number: 213
Publication Date: Dec 2000
Journal: Annals of Operations Research
Authors: , ,
Keywords: programming: linear
Abstract:

We formulate convex semi-infinite programming problems in a functional analytic setting and derive optimality conditions and several duality results, based on which we develop a computational framework for solving convex semi-infinite programs.

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