A new quadratic semi-infinite programming algorithm based on dual parametrization
type: Item
instance of: scholarly article
title: A new quadratic semi-infinite programming algorithm based on dual parametrization
zbMATH Open document ID: 1083.90042
DOI: 10.1023/B:JOGO.0000047910.80739.95
author: Kok Lay Teo
author: Soon-Yi Wu
author: Yanqun Liu
published in: Journal of Global Optimization
publication date: 2005-06-23T00:00:00Z
review text: In this paper strictly convex quadratic semi-infinite programming problems are considered. The dual problem is formulated in terms of Borel measures. With Carathéodory's theorem it is shown that the optimal measure has finite support and this fact is used in an algorithm. Under the assumption of an approximation property for the index set, the convergence of the method is shown.
Mathematics Subject Classification ID: 90C34
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 2182305
zbMATH Keywords: Semi-infinite programming
zbMATH Keywords: numerical method
reviewed by: Ekkehard W. Sachs
MaRDI profile type: Publication
full work available at URL: b:jogo.0000047910.80739.95
OpenAlex ID: W1964806748
description: scientific article; zbMATH DE number 2182305