Abstract
In this paper, we develop two discretization algorithms with a cutting plane scheme for solving combined semi-infinite and semi-definite programming problems, i.e., a general algorithm when the parameter set is a compact set and a typical algorithm when the parameter set is a box set in the m-dimensional space. We prove that the accumulation point of the sequence points generated by the two algorithms is an optimal solution of the combined semi-infinite and semi-definite programming problem under suitable assumption conditions. Two examples are given to illustrate the effectiveness of the typical algorithm.
| Original language | English |
|---|---|
| Pages (from-to) | 459-473 |
| Number of pages | 15 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 196 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 15 Nov 2006 |
Keywords
- Cutting plane scheme
- Discretization algorithm
- Semi-infinite and semi-definite program
ASJC Scopus subject areas
- Applied Mathematics
- Computational Mathematics
- Numerical Analysis
Fingerprint
Dive into the research topics of 'A relaxed cutting plane method for semi-infinite semi-definite programming'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver