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

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 poin...

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Bibliographic Details
Main Authors: Li, S., Yang, X., Teo, Kok Lay, Wu, S.
Format: Journal Article
Published: Australian Mathematical Society 2004
Online Access:http://hdl.handle.net/20.500.11937/16509