Copositive programming via semi-infinite optimization

Faizan Ahmed; Mirjam Dür; Georg Still

doi:10.1007/s10957-013-0344-2

Copositive programming via semi-infinite optimization

Faizan Ahmed, Mirjam Dür, Georg Still

Discrete Mathematics and Mathematical Programming

Research output: Contribution to journal › Article › Academic › peer-review

18 Citations (Scopus)

9 Downloads (Pure)

Abstract

Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads to sharp explicit error bounds for the values and solutions in dependence on the mesh size. Examples illustrate the structure of the original program and the approximation schemes.

Original language	English
Pages (from-to)	322-340
Number of pages	19
Journal	Journal of optimization theory and applications
Volume	159
Issue number	2
DOIs	https://doi.org/10.1007/s10957-013-0344-2
Publication status	Published - 2013

Keywords

Semi-infinite programming
Optimality andduality
Discretization method
Copositive programming
Order of maximizer

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10.1007/s10957-013-0344-2

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abstract = "Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads to sharp explicit error bounds for the values and solutions in dependence on the mesh size. Examples illustrate the structure of the original program and the approximation schemes.",

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AU - Ahmed, Faizan

AU - Dür, Mirjam

AU - Still, Georg

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AB - Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads to sharp explicit error bounds for the values and solutions in dependence on the mesh size. Examples illustrate the structure of the original program and the approximation schemes.

KW - Semi-infinite programming

KW - Optimality andduality

KW - Discretization method

KW - Copositive programming

KW - Order of maximizer

U2 - 10.1007/s10957-013-0344-2

DO - 10.1007/s10957-013-0344-2

M3 - Article

SN - 0022-3239

VL - 159

SP - 322

EP - 340

JO - Journal of optimization theory and applications

JF - Journal of optimization theory and applications

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ER -

Copositive programming via semi-infinite optimization

Abstract

Keywords

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