Abstract
A new exchange method is presented for semi-infinite optimization problems with polyhedron constraints. The basic idea is to use an active set strategy as exchange rule to construct an approximate problem with finitely many constraints at each iteration. Under mild conditions, we prove that the proposed algorithm terminates in a finite number of iterations and guarantees that the solution of the resulting approximate problem at final iteration converges to the solution of the original problem within arbitrarily given tolerance. Numerical results indicate that the proposed algorithm is efficient and promising.
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.
