An Explicit Exchange Algorithm For Linear Semi-Infinite Programming Problems With Second-Order Cone Constraints
نویسندگان
چکیده
منابع مشابه
An Explicit Exchange Algorithm For Linear Semi-Infinite Programming Problems With Second-Order Cone Constraints
In this paper, we propose an explicit exchange algorithm for solving semiinfinite programming problem (SIP) with second-order cone (SOC) constraints. We prove, by using the slackness complementarity conditions, that the algorithm terminates in a finite number of iterations and the obtained solution sufficiently approximates the original SIP solution. In existing studies on SIPs, only the nonneg...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2010
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070710470