A new quadratic semi-infinite programming algorithm based on dual parametrization

DOI10.1023/B:JOGO.0000047910.80739.95MaRDI QIDQ557361zbMATH OpenOpenAlexFDO

Authors Kok Lay Teo, Soon-Yi Wu, Yanqun Liu

Publication date 23 June 2005

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jogo.0000047910.80739.95

zbMATH Keywords

numerical methodSemi-infinite programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Semi-infinite programming (90C34)

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.

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