Copositive programming via semi-infinite optimization

F. Ahmed, Mirjam Dür, Georg J. Still

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11 Citations (Scopus)
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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.
Original languageUndefined
Pages (from-to)322-340
Number of pages19
JournalJournal of optimization theory and applications
Volume159
Issue number2
DOIs
Publication statusPublished - 2013

Keywords

  • EWI-23988
  • IR-87883
  • METIS-300167
  • Copositive programming · Semi-infinite programming · Optimality andduality · Discretization method · Order of maximizer

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