A dual parametrization method for convex semi-infinite programming

被引:34
作者
Ito, S [1 ]
Liu, Y
Teo, KL
机构
[1] Inst Stat Math, Ctr Dev Stat Comp, Minato Ku, 4-6-7 Minami Azabu, Tokyo 1068569, Japan
[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Peoples R China
关键词
semi-infinite programming; convex programming; optimality condition; duality; converse duality; quadratic semi-infinite programming; linear semi-infinite programming;
D O I
10.1023/A:1019208524259
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];
摘要
We formulate convex semi-infinite programming problems in a functional analytic setting and derive optimality conditions and several duality results, based on which we develop a computational framework for solving convex semi-infinite programs.
引用
收藏
页码:189 / 213
页数:25
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