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 language | English |
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Pages (from-to) | 477-494 |
Number of pages | 18 |
Journal | ANZIAM Journal |
Volume | 45 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Apr 2004 |
ASJC Scopus subject areas
- Mathematics (miscellaneous)