A solution method for combined semi-infinite and semi-definite programming
Abstract
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.
Citation
Li, S and Yang, X and Teo, Kok Lay and Wu, S. 2004. A solution method for combined semi-infinite and semi-definite programming. ANZIAM. 45: pp. 477-494.
Source Title
ANZIAM
ISSN
Faculty
School of Science and Computing
Department of Mathematics and Statistics
Faculty of Science and Engineering
Collection
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