A cutting-plane method for quadratic semi infinite programming problems
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Publication:3815873
DOI10.1080/02331938808843393zbMath0664.90073OpenAlexW2012350862MaRDI QIDQ3815873
V. Nebeling, Rainer Tichatschke
Publication date: 1988
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938808843393
stabilityconvergence rateapproximate solutioncutting plane algorithmComputational experimentsconvex quadratic semi-infinite programming
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20) Semi-infinite programming (90C34)
Related Items (18)
Convergent Algorithms for a Class of Convex Semi-infinite Programs ⋮ Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ A relaxed cutting plane algorithm for solving fuzzy inequality systems ⋮ Some outer approximation methods for semi-infinite optimization problems ⋮ Feasible Method for Semi-Infinite Programs ⋮ Solving variational inequalities defined on a domain with infinitely many linear constraints ⋮ A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model ⋮ A modified exchange algorithm for distributional robust optimization and applications in risk management ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems ⋮ Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method ⋮ Relaxed cutting plane method for solving linear semi-infinite programming problems ⋮ A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming ⋮ A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods ⋮ A semi-infinite programming method for approximating load duration curves by polynomials ⋮ Solving fuzzy variational inequalities over a compact set ⋮ On the resolution of the Vasicek-type interest rate model ⋮ Discretization methods for the solution of semi-infinite programming problems
Cites Work
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- The Cutting-Plane Method for Solving Convex Programs
- On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
- Solving Optimization Problems with many Constraints by a Sequence of Subproblems Containing only two Constraints
- Cutting-Plane Methods without Nested Constraint Sets
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