A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods

DOI10.1007/s10589-020-00170-6zbMath1433.90175OpenAlexW3005015339MaRDI QIDQ1986106

Qi Wu, Li-Ping Pang, Jin-He Wang, Qiong Wu

Publication date: 7 April 2020

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-020-00170-6

zbMATH Keywords

semi-infinite programmingbundle methodsdiscretization methodsnonsmooth convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Semi-infinite programming (90C34)

Related Items (2)

A stochastic approximation method for convex programming with many semidefinite constraints ⋮ A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming

Uses Software

• PLCP
• SQPlab

Cites Work

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