An Approximation Approach to Non-strictly Convex Quadratic Semi-infinite Programming

Authors:
S. Ito;Y. Liu;K. L. Teo
Affiliations:
The Institute of Statistical Mathematics, Tokyo, Japan 106-8569;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
Venue:
Journal of Global Optimization
Year:
2004

Citing 3
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Abstract

We present in this paper a numerical method for solving non-strictly-convex quadratic semi-infinite programming including linear semi-infinite programming. The proposed method transforms the problem into a series of strictly convex quadratic semi-infinite programming problems. Several convergence results and a numerical experiment are given.