Treffer: A relaxed cutting plane method for semi-infinite semi-definite programming
Title:
A relaxed cutting plane method for semi-infinite semi-definite programming
Authors:
Source:
Journal of computational and applied mathematics. 196(2):459-473
Publisher Information:
Amsterdam: Elsevier, 2006.
Publication Year:
2006
Physical Description:
print, 17 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Analyse numérique, Numerical analysis, Análisis numérico, Ensemble compact, Compact set, Conjunto compacto, Mathématiques appliquées, Applied mathematics, Matemáticas aplicadas, Méthode discrétisation, Discretization method, Método discretización, Méthode plan sécant, Cutting plane method, Método plano secante, Performance algorithme, Algorithm performance, Resultado algoritmo, Programmation semi définie, Semi definite programming, Programacíon semi definida, Programmation semi infinie, Semi infinite programming, Programacíon semi infinita, Solution optimale, Optimal solution, Solución óptima, Cutting plane scheme, Discretization algorithm, Semi-infinite and semi-definite program
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Information and Computer Sciences, College of Sciences, Chongqing University, Chongqing 400044, China
Institute of Applied Mathematics, National Cheng-Kung University, Tainan 700, Tawain, Province of China
Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong-Kong
Department of Mathematics and Statistics, Curtin University of Technology, GPO Box U1987, Perth, W.A. 6845, Australia
Institute of Applied Mathematics, National Cheng-Kung University, Tainan 700, Tawain, Province of China
Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong-Kong
Department of Mathematics and Statistics, Curtin University of Technology, GPO Box U1987, Perth, W.A. 6845, Australia
ISSN:
0377-0427
Rights:
Copyright 2006 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.17991960
Database:
PASCAL Archive
Weitere Informationen
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.