An exchange method with refined subproblems for convex semi-infinite programming problems
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Publication:2829588
DOI10.1080/10556788.2015.1124432zbMATH Open1355.90100OpenAlexW2303009999MaRDI QIDQ2829588FDOQ2829588
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
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Cites Work
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- Discretization methods for the solution of semi-infinite programming problems
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- Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder).
- An explicit exchange algorithm for linear semi-infinite programming problems with second-order cone constraints
- A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints
- Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints
- The semismooth approach for semi-infinite programming under the reduction ansatz
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Cited In (10)
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
- 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 noninterior point homotopy method for semi-infinite programming problems
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
- On Exchange Methods for Nonlinear Semi-Infinite Programs
- 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
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- An efficient algorithm for \(\min\)-\(\max\) convex semi-infinite programming problems
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