Article ID: | iaor20106182 |
Volume: | 146 |
Issue: | 2 |
Start Page Number: | 419 |
End Page Number: | 443 |
Publication Date: | Aug 2010 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Stein O, Winterfeld A |
Keywords: | Programming (semi-infinite) |
In this paper, we analyze the outer approximation property of the algorithm for generalized semi-infinite programming from Stein and Still (2003). A simple bound on the regularization error is found and used to formulate a