Penalty and smoothing methods for convex semi-infinite programming

Penalty and smoothing methods for convex semi-infinite programming

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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: , ,
Keywords: Programming (semi-infinite)
Abstract:

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.

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