Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme (Q5936072)
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scientific article; zbMATH DE number 1612933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme |
scientific article; zbMATH DE number 1612933 |
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Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme (English)
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12 May 2002
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The cutting-plane approach for solving quadratic semi-infinite programming problems is studied. Several relaxation techniques and their combinations are proposed and discussed. The proposed scheme is very general and flexible. The results obtained in this paper generalize most, if not all, known relaxation results for both linear and convex quadratic semi-infinite programming problems. Main result: A flexible convergence proof is provided to cover different settings of a relaxation scheme. The implementation issues are addressed with some numerical experiments to illustrate the computational behavior of each different combination.
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cutting-plane scheme
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semi-infinite programming
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quadratic programming
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relaxation
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interior-point method
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explicit constraints
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convergence
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numerical experiments
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