A solution method for combined semi-infinite and semi-definite programming

S. J. Li, Xiaoqi Yang, K. L. Teo, S. Y. Wu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

4 Citations (Scopus)

Abstract

In this paper, we develop a discretisation algorithm with an adaptive scheme for solving a class of combined semi-infinite and semi-definite programming problems. We show that any sequence of points generated by the algorithm contains a convergent subsequence; and furthermore, each accumulation point is a local optimal solution of the combined semi-infinite and semi-definite programming problem. To illustrate the effectiveness of the algorithm, two specific classes of problems are solved. They are relaxations of quadratically constrained semi-infinite quadratic programming problems and semi-infinite eigenvalue problems.
Original languageEnglish
Pages (from-to)477-494
Number of pages18
JournalANZIAM Journal
Volume45
Issue number4
DOIs
Publication statusPublished - 1 Apr 2004

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

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