A solution method for combined semi-infinite and semi-definite programming
dc.contributor.author | Li, S. | |
dc.contributor.author | Yang, X. | |
dc.contributor.author | Teo, Kok Lay | |
dc.contributor.author | Wu, S. | |
dc.date.accessioned | 2017-01-30T11:56:09Z | |
dc.date.available | 2017-01-30T11:56:09Z | |
dc.date.created | 2010-04-14T20:02:41Z | |
dc.date.issued | 2004 | |
dc.identifier.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. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/16509 | |
dc.identifier.doi | 10.1017/S1446181100013511 | |
dc.description.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. | |
dc.publisher | Australian Mathematical Society | |
dc.title | A solution method for combined semi-infinite and semi-definite programming | |
dc.type | Journal Article | |
dcterms.source.volume | 45 | |
dcterms.source.startPage | 477 | |
dcterms.source.endPage | 494 | |
dcterms.source.issn | 14461811 | |
dcterms.source.title | ANZIAM | |
curtin.accessStatus | Open access | |
curtin.faculty | School of Science and Computing | |
curtin.faculty | Department of Mathematics and Statistics | |
curtin.faculty | Faculty of Science and Engineering |