Abstract
In this paper, we study some well-known cases of nonlinear programming problems, presenting them as instances of inexact or semi-infinite linear programming. The class of problems considered contains, in particular, semi-definite programming, second-order cone programming and special cases of inexact semi-definite programming. Strong duality results for the nonlinear problems studied are obtained via the Lagrangian duality. Using these results, we propose some dual algorithms for the studied classes of problems. The proposed algorithms can be interpreted as cutting plane or discretization algorithms. Finally, some comments on the convergence of the proposed algorithms and on preliminary numerical tests are given.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
