A new quadratic semi-infinite programming algorithm based on dual parametrization
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.
scientific article; zbMATH DE number 2182305