A cutting-plane method for quadratic semi infinite programming problems
作者:
R. Tichatschke,
V. Nebeling,
期刊:
Optimization
(Taylor Available online 1988)
卷期:
Volume 19,
issue 6
页码: 803-817
ISSN:0233-1934
年代: 1988
DOI:10.1080/02331938808843393
出版商: Akademic-Verlag
关键词: Numerical methods;cutting-plane methods;semi-infinite programs;rates of convergence;numerical stability;Primary: 49 D 39
数据来源: Taylor
摘要:
A cutting plane algorithm for solving convex quadratic semi-infinite programming problems is presented. Nonbinding constraints can be dropped. Its arithmetic convergence rate is proved by taking into consideration the error of the approximate solution of the auxiliary problem to calculate the most violate constraint. An implementable variant of this method is described which is due to the adaptive discretization of the index set and its stability is shown. Computational experiments show the behaviour of the method.
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