Global optimization in quadratic semi-infinite programming
The authors consider a class of linear-quadratic (LQ) semi-infinite programming (SIP) problems where the objective is positive quadratic and the linear infinite constraint functions continuously depend on their index variable on a compact set. It is known that, by using the dual parametrization technique, this SIP problem can be reduced to a finite nonlinear programming problem with special features. Any global solution of the nonlinear problem will give rise to the solution of the SIP problem. However, there exists no efficient method for finding the global solution of such nonlinear programming problems. In this paper, the authors present a method for the global solution of the nonlinear programming problem. Combining this method with the dual parametrization, they obtain an efficient dual parametrization algorithm for the LQ SIP problem. Convergence results are established and several numerical examples are given to demonstrate the efficiency of the algorithm. For the entire collection see [Zbl 0973.00063].
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- Global optimal solution to quadratic discrete programming problem with inequality constraints
- An approximation approach to non-strictly convex quadratic semi-infinite programming
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- Global optimization of rational functions: a semidefinite programming approach
- A dual parameterization approach to linear-quadratic semi-infinite programming problems
- A new quadratic semi-infinite programming algorithm based on dual parametrization
- Some properties on quadratic infinite programs of integral type
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