An exchange method with refined subproblems for convex semi-infinite programming problems

DOI10.1080/10556788.2015.1124432MaRDI QIDQ2829588zbMATH OpenOpenAlexFDO

Authors Takayuki Okuno, Shunsuke Hayashi, Kensuke Gomoto, Nobuo Yamashita

Publication date 8 November 2016

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2015.1124432

zbMATH Keywords

Lipschitz constantexchange methodconvex semi-infinite programming problemrefined subproblems

Mathematics Subject Classification ID

Convex programming (90C25) Semi-infinite programming (90C34)

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Cites work

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• A new exchange method for convex semi-infinite programming
• A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints
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• An explicit exchange algorithm for linear semi-infinite programming problems with second-order cone constraints
• An iterative method for solving KKT system of the semi-infinite programming
• Comparative study of RPSALG algorithm for convex semi-infinite programming
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• Discretization methods for the solution of semi-infinite programming problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Fixed-order \(H_\infty\) controller design for nonparametric models by convex optimization
• Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints
• Numerical experiments with universal barrier functions for cones of Chebyshev systems
• Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder).
• On Linear Semi-Infinite Programming Problems: An Algorithm
• Penalty and smoothing methods for convex semi-infinite programming
• Semi-Infinite Programming: Theory, Methods, and Applications
• The semismooth approach for semi-infinite programming under the reduction ansatz

Cited in

(10)

• A new exchange method for convex semi-infinite programming
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
• Dynamic optimization of nonlinear systems with guaranteed feasibility of inequality-path-constraints
• A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints
• An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
• An efficient algorithm for \(\min\)-\(\max\) convex semi-infinite programming problems
• The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
• A noninterior point homotopy method for semi-infinite programming problems
• Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
• On Exchange Methods for Nonlinear Semi-Infinite Programs

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