A new quadratic semi-infinite programming algorithm based on dual parametrization (Q557361)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new quadratic semi-infinite programming algorithm based on dual parametrization |
scientific article |
Statements
A new quadratic semi-infinite programming algorithm based on dual parametrization (English)
0 references
23 June 2005
0 references
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.
0 references
Semi-infinite programming
0 references
numerical method
0 references
