Generalized semi-infinite programming: Numerical aspects

Georg J. Still

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Abstract

Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretization and an exchange method are derived under fairly general assumptions. The question under which conditions GSIP represents a convex problem is answered.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Publication statusPublished - 1998

Publication series

Name
PublisherDepartment of Applied Mathematics, University of Twente
No.1470
ISSN (Print)0169-2690

Keywords

  • MSC-90C31
  • MSC-90C34
  • EWI-3290
  • MSC-90C30
  • IR-65659
  • MSC-65K05

Cite this

Still, G. J. (1998). Generalized semi-infinite programming: Numerical aspects. Enschede: University of Twente, Department of Applied Mathematics.