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...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Australian Mathematical Society
2004
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| Online Access: | http://hdl.handle.net/20.500.11937/16509 |
| _version_ | 1848749197042384896 |
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| author | Li, S. Yang, X. Teo, Kok Lay Wu, S. |
| author_facet | Li, S. Yang, X. Teo, Kok Lay Wu, S. |
| author_sort | Li, S. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T07:17:06Z |
| format | Journal Article |
| id | curtin-20.500.11937-16509 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:17:06Z |
| publishDate | 2004 |
| publisher | Australian Mathematical Society |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-165092017-09-13T15:42:22Z A solution method for combined semi-infinite and semi-definite programming Li, S. Yang, X. Teo, Kok Lay Wu, S. 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. 2004 Journal Article http://hdl.handle.net/20.500.11937/16509 10.1017/S1446181100013511 Australian Mathematical Society fulltext |
| spellingShingle | Li, S. Yang, X. Teo, Kok Lay Wu, S. A solution method for combined semi-infinite and semi-definite programming |
| title | A solution method for combined semi-infinite and semi-definite programming |
| title_full | A solution method for combined semi-infinite and semi-definite programming |
| title_fullStr | A solution method for combined semi-infinite and semi-definite programming |
| title_full_unstemmed | A solution method for combined semi-infinite and semi-definite programming |
| title_short | A solution method for combined semi-infinite and semi-definite programming |
| title_sort | solution method for combined semi-infinite and semi-definite programming |
| url | http://hdl.handle.net/20.500.11937/16509 |