Relaxed cutting plane method for solving linear semi-infinite programming problems

DOI10.1023/A:1021763419562zbMath0956.90056OpenAlexW1556428279WikidataQ60241127 ScholiaQ60241127MaRDI QIDQ1969533

Soon-Yi Wu, Shu-Cherng Fang, Chih-Jen Lin

Publication date: 18 March 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021763419562

zbMATH Keywords

linear semi-infinite programmingcutting plane method

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Semi-infinite programming (90C34)

Related Items (13)

Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ Solving variational inequalities defined on a domain with infinitely many linear constraints ⋮ A solution method for combined semi-infinite and semi-definite programming ⋮ A ladder method for linear semi-infinite programming ⋮ Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method ⋮ Solving semi-infinite programs by smoothing projected gradient method ⋮ A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING ⋮ Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme ⋮ Duality theorems and algorithms for linear programming in measure spaces ⋮ Solving a class of semi-infinite variational inequality problems via a homotopy method ⋮ A new approach to the weighted peak-constrained least-square error FIR digital filter optimal design problem ⋮ A fast algorithm for the optimal design of high accuracy windows in signal processing ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle

Uses Software

• Matlab

Cites Work

• Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
• An interior point algorithm for semi-infinite linear programming
• Semi-Infinite Programming: Theory, Methods, and Applications
• A cutting-plane method for quadratic semi infinite programming problems
• An inexact approach to solving linear semi-infinite programming problems
• On Linear Semi-Infinite Programming Problems: An Algorithm
• On solving convex quadratic semi-infinite programming probelms
• Numerical treatment of a class of semi‐infinite programming problems
• On the Computational Solution of a Class of Generalized Moment Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Relaxed cutting plane method for solving linear semi-infinite programming problems