On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
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Publication:1321655
DOI10.1007/BF01585175zbMath0805.90107MaRDI QIDQ1321655
Publication date: 31 January 1995
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Related Items (13)
Existence of augmented Lagrange multipliers for semi-infinite programming problems ⋮ Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization ⋮ A robust optimization approach to experimental design for model discrimination of dynamical systems ⋮ An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems ⋮ A modified exchange algorithm for distributional robust optimization and applications in risk management ⋮ An approximate method for numerically solving fractional order optimal control problems of general form ⋮ Optimality functions in stochastic programming ⋮ A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints ⋮ Preface ⋮ An Efficient Algorithm for Min-Max Convex Semi-Infinite Programming Problems ⋮ A spline smoothing Newton method for semi-infinite minimax problems ⋮ Mesh Adaption and Automatic Differentiation for Optimal Shape Design
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