A note on an implementation of a method for quadratic semi-infinite programming
The authors consider the following convex quadratic semi-infinite optimization problem: \[ \text{Minimize } F(x)=c^ Tx+x^ TCx, \] \[ \text{subject to }x^ Ta(t)\leq b(t)\text{ for all }t\in T. \] Here, \(c\in R^ n\) and C is a real \(n\times n\) matrix which is assumed to be positive semi-definite. T may be a compact, or finite or infinite set. A first coarse grid is successively refined in such a way that the solution on the foregoing grids can be used on the one hand as starting points for the subsequent grids and on the other hand to considerably reduce the number of constraints which have to be considered in the subsequent problems. This enables an efficient treatment of large problems with moderate storage requirements. A modification of a program supplied by \textit{M. J. D. Powell} [Math. Program. Study 25, 46-61 (1985; Zbl 0584.90069)] has been used to solve the discretized QP-subproblems.
- A cutting-plane method for quadratic semi infinite programming problems
- On solving convex quadratic semi-infinite programming probelms
- scientific article; zbMATH DE number 1241353
- An implementation of a discretization method for semi-infinite programming
- Recursive quadratic methods with the use of consistent approximations for semi-infinite programming problems
- A semi-infinite programming method for approximating load duration curves by polynomials
- Some outer approximation methods for semi-infinite optimization problems
- Robot trajectory planning with semi-infinite programming.
- A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
- Discretization method for semi-definite programming
- A new proof of the strong duality theorem for semidefinite programming
- An adaptive dual parametrization algorithm for quadratic semi-infinite programming problems
- Global convergence of a class of smooth penalty methods for semi-infinite programming
- On the numerical treatment of linearly constrained semi-infinite optimization problems
- A nonsmooth Levenberg-Marquardt method for solving semi-infinite programming problems
- Recursive quadratic methods with the use of consistent approximations for semi-infinite programming problems
- Monotone smoothing splines using general linear systems
- A quasi-Newton interior point method for semi-infinite programming
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Air pollution control with semi-infinite programming
This page was built for publication: A note on an implementation of a method for quadratic semi-infinite programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q913660)
