2011-09-21
A Feasible Point Adaptation of the Blankenship and Falk Algorithm for Semi- Infinite Programming
Publication
Publication
Optimization Letters , Volume 5 p. 705- 716
Discretization methods for semi-infinite programming do not provide a feasible point in a finite number of iterations. We propose a method that computes a feasible point with an objective value better than or equal to a target value f0 or proves that such a point does not exist. Then a binary search on the space of objective values can be performed to obtain a feasible, -optimal solution. The algorithm is based on the algorithm proposed in (Blankenship JW, Falk JE in J Optim Theory Appl 19(2):261–281, 1976). Under mild assumptions it terminates in a finite number of iterations.
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| hdl.handle.net/1765/134155 | |
| Optimization Letters | |
| Organisation | Department of Technology and Operations Management |
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Tsoukalas, A.T. (2011). A Feasible Point Adaptation of the Blankenship and Falk Algorithm for Semi- Infinite Programming. Optimization Letters, 5, 705–716. Retrieved from http://hdl.handle.net/1765/134155 |
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