A one-phase algorithm for semi-infinite linear programming

DOI10.1007/BF01585730zbMath0696.90034OpenAlexW2089998287MaRDI QIDQ911454

Hui Hu

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01585730

zbMATH Keywords

Convergenceduality theoremsemi-infinite linear programmingnonlinear semi-infinite programminggeneralized linear programming\(\epsilon \) -optimal solutionsuccession of cuts

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Linear programming (90C05) Semi-infinite programming (90C34) Duality theory (optimization) (49N15) Methods of successive quadratic programming type (90C55)

Related Items (10)

Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ Some outer approximation methods for semi-infinite optimization problems ⋮ A globally convergent method for semi-infinite linear programming ⋮ On the numerical treatment of linearly constrained semi-infinite optimization problems ⋮ Solving semi-infinite programs by smoothing projected gradient method ⋮ A semi-infinite programming method for approximating load duration curves by polynomials ⋮ An accelerated central cutting plane algorithm for linear semi-infinite programming ⋮ Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle ⋮ A dual scheme for solving linear countable semi-infinite fractional programming problems

Cites Work

• A duality theorem for semi-infinite convex programs and their finite subprograms
• A projected lagrangian algorithm for semi-infinite programming
• An implementation of a discretization method for semi-infinite programming
• An exact penalty function for semi-infinite programming
• A Nonlinear Programming Problem in Statistics (Educational Testing)
• Numerical treatment of a class of semi‐infinite programming problems
• An Infinite Linear Program with a Duality Gap
• On Representations of Semi-Infinite Programs which Have No Duality Gaps
• State Constraints in Convex Control Problems of Bolza
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