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Generalized semi-infinite programming: Numerical aspects
Still, G.J. (1998) Generalized semi-infinite programming: Numerical aspects. [Report]
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| Abstract: | Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretization and an exchange method are derived under fairly general assumptions. The question under which conditions GSIP represents a convex problem is answered. |
| Item Type: | Report |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/65659 |
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