A relaxed cutting plane method for semi-infinite semi-definite programming (Q2503018)

The authors consider the semi-infinite and semi-definite programming problem (SISDP) and extends the results of \textit{S. J. Li, X. Q. Yang, K. L. Teo} and \textit{S. Y. Wu} [ANZIAM J. 45, No. 4, 477--494 (2004; Zbl 1176.90452)]. After a useful introduction, they proceed to formulate the SISDP and its Lagrangian dual problem, which are used in a cutting plane scheme to optimize the SISDP. The main part of the article investigates several interesting properties of the proposed algorithm using a series of theorems and lemmas, as well as a discretization scheme that uses the proposed methodology. The article concludes with a summary of computational results.