SOME OUTER APPROXIMATION METHODS FOR SEMIINFINITE OPTIMIZATION PROBLEMS
SOME OUTER APPROXIMATION METHODS FOR SEMIINFINITE OPTIMIZATION PROBLEMS
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DOI：
10.1016/0377-0427(92)00122-p
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发表时间：
1994-07-29
影响因子：
2.4
通讯作者：
REEMTSEN, R
中科院分区：
文献类型：
--
作者：
REEMTSEN, R
本文从外逼近法的一个简单模型和收敛定理入手。利用这一通用框架，统一导出和修正了半无限规划问题的若干交换方法、切割方法和离散化方法。在此基础上，提出了凸半无限规划的切面法。对于实际合理的规范（该方法更一般地表述），给定算法中的子问题是中等大小的二次问题，并且算法的每一步都可以通过有限多个操作来执行。
The paper starts with a simple model and convergence theorem for outer approximation methods. This general framework is used to unifyingly derive and modify certain exchange methods, cutting methods and discretization methods for semi-infinite programming problems. By that, in particular, a cutting plane method for convex semi-infinite programs is developed. For a practically reasonable specification (the method is more generally stated), the subproblems in the given algorithm are moderately sized quadratic problems, and each step of the algorithm can be performed by means of finitely many operations.