A relaxed cutting plane method for semi-infinite semi-definite programming

被引：2
|
作者：
Li, S. J. [1 ]
Wu, S. Y.
Yang, X. Q.
Teo, K. L.
机构：
[1] Chongqing Univ, Coll Sci, Dept Informat & Comp Sci, Chongqing 400044, Peoples R China
[2] Natl Cheng Kung Univ, Inst Appl Math, Tainan 700, Taiwan
[3] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
[4] Curtin Univ Technol, Dept Math & Stat, Perth, WA 6845, Australia
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2006年 / 196卷 / 02期
基金：
中国国家自然科学基金;
关键词：
semi-infinite and semi-definite program; discretization algorithm; cutting plane scheme;
D O I：
10.1016/j.cam.2005.09.013
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：459 / 473
页数：15
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