Generalized Semi-Infinite Programming: Numerical aspects
نویسنده
چکیده
Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretizationand an exchange method are derived under fairly general assumptions on GSIP. The question is answered under which conditions GSIP represents a convex problem.
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