| Article ID: | iaor20111374 |
| Volume: | 30 |
| Issue: | 2 |
| Start Page Number: | 195 |
| End Page Number: | 206 |
| Publication Date: | Nov 2004 |
| Journal: | Journal of Global Optimization |
| Authors: | Ito S, Liu Y, Teo L |
| Keywords: | Programming (semi-infinite) |
We present in this paper a numerical method for solving non‐strictly‐convex quadratic semi‐infinite programming including linear semi‐infinite programming. The proposed method transforms the problem into a series of strictly convex quadratic semi‐infinite programming problems. Several convergence results and a numerical experiment are given.