Article ID: | iaor200968816 |
Country: | United States |
Volume: | 34 |
Issue: | 2 |
Start Page Number: | 303 |
End Page Number: | 319 |
Publication Date: | May 2009 |
Journal: | Mathematics of Operations Research |
Authors: | Auslender Alfred, Lpez Marco A, Goberna Miguel A |
Keywords: | Programming (semi-infinite) |
In this paper we consider min-max convex semi-infinite programming. To solve these problems we introduce a unified framework concerning Remez-type algorithms and integral methods coupled with penalty and smoothing methods. This framework subsumes well-known classical algorithms, but also provides some new methods with interesting properties. Convergence of the primal and dual sequences are proved under minimal assumptions.