Discretization in semiinfinite programming: The rate of approximation
Still, G.J. (2001) Discretization in semiinfinite programming: The rate of approximation. [Report]

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Abstract:  The discretization approach for solving semiinfinite optimization problems is considered. We are interested in the rate of the approximation error between the solution of the semiinfinite problem and the solution of the discretized program depending on the discretization meshsize . It will be shown how this rate depends on whether the minimizer is strict of order one or two and on whether the discretization includes boundary points of the index set in a consistent way. This is done for common and for generalized semiinfinite problems. 
Item Type:  Report 
Additional information:  Imported from MEMORANDA 
Faculty:  Electrical Engineering, Mathematics and Computer Science (EEMCS) 
Research Group:  
Link to this item:  http://purl.utwente.nl/publications/65752 
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