A relaxed cutting plane method for semi-infinite semi-definite programming
نویسندگان
چکیده
منابع مشابه
Relaxed Cutting Plane Method for Solving Linear Semi-Infinite Programming Problems
One of the major computational tasks of using the traditional cutting plane approach to solve linear semi-infinite programming problems lies in finding a global optimizer of a nonlinear and nonconvex program. This paper generalizes the Gustafson and Kortanek scheme to relax this requirement. In each iteration, the proposed method chooses a point at which the infinite constraints are violated to...
متن کاملRelaxed Cutting Plane Method for Solving Linear Semi-innnite Programming Problems
One of the major computational tasks of using the traditional cutting plane approach to solve linear semi-in nite programming problems lies in nding a global optimizer of a non-linear and non-convex program. This paper generalizes Gustafson and Kortanek's scheme to relax this requirement. In each iteration, the proposed method chooses a point at which the in nite constraints are violated to a d...
متن کاملA logarithm barrier method for semi-definite programming
This paper presents a logarithmic barrier method for solving a semi-definite linear program. The descent direction is the classical Newton direction. We propose alternative ways to determine the step-size along the direction which are more efficient than classical linesearches.
متن کاملApplication of general semi-infinite programming to lapidary cutting problems
We consider a volume maximization problem arising in gemstone cutting industry. The problem is formulated as a general semi-infinite program (GSIP ) and solved using an interiorpoint method developed by Stein. It is shown, that the convexity assumption needed for the convergence of the algorithm can be satisfied by appropriate modelling. Clustering techniques are used to reduce the number of co...
متن کاملRobust envelope-constrained filter with orthonormal bases and semi-definite and semi-infinite programming
In this paper, the equivalence relation between a semi-infinite quadratically constrained convex quadratic programming problem and a combined semidefinite and semi-infinite programming problem is considered. Then, an efficient and reliable discretization algorithm for solving a general class of combined semidefinite and semi-infinite programming problems is developed. Both the continuoustime en...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2006
ISSN: 0377-0427
DOI: 10.1016/j.cam.2005.09.013