A solution method for combined semi-infinite and semi-definite programming

• Autores: X. Q. Yang, S. J. Li
• Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 45, Nº 4, 2004, págs. 477-494
• Idioma: inglés
• DOI: 10.1017/s1446181100013511
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• Resumen

  • In this paper, we develop a discretisation algorithm with an adaptive scheme for solving a class of combined semi-infinite and semi-definite programming problems. We show that any sequence of points generated by the algorithm contains a convergent subsequence; and furthermore, each accumulation point is a local optimal solution of the combined semi-infinite and semi-definite programming problem. To illustrate the effectiveness of the algorithm, two specific classes of problems are solved. They are relaxations of quadratically constrained semi-infinite quadratic programming problems and semi-infinite eigenvalue problems.