We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
A solution method for combined semi-infinite and semi-definite programming.
- Authors
Li, S. J.; Yang, X. Q.; Teo, K. L.; Wu, S. Y.
- 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.
- Publication
ANZIAM Journal, 2004, Vol 45, Issue 4, p477
- ISSN
1446-1811
- Publication type
Article
- DOI
10.1017/S1446181100013511