Solving generalized semi-infinite programs by reduction to simpler problems
The article intends to give a unifying treatment of different approaches to solve generalized semi-infinite programs by transformation to simpler problems. In particular dual-, penalty-, discretization-, reduction-, and Karush-Kuhn-Tucker (KKT)-methods are applied to obtain equivalent problems or re...
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| Vydané v: | Optimization Ročník 53; číslo 1; s. 19 - 38 |
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| Hlavný autor: | |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
Taylor & Francis Group
01.02.2004
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| Predmet: | |
| ISSN: | 0233-1934, 1029-4945 |
| On-line prístup: | Získať plný text |
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| Shrnutí: | The article intends to give a unifying treatment of different approaches to solve generalized semi-infinite programs by transformation to simpler problems. In particular dual-, penalty-, discretization-, reduction-, and Karush-Kuhn-Tucker (KKT)-methods are applied to obtain equivalent problems or relaxations of a simpler structure. The relaxations are viewed as a perturbation P
τ
of the original problem P, depending on a perturbation parameter τ > 0, and are analyzed by using parametric programming techniques. We give convergence results and results on the rate of convergence for the minimal values and the optimal solutions of P
τ
when τ tends toward 0. We review earlier studies and present new ones. |
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| ISSN: | 0233-1934 1029-4945 |
| DOI: | 10.1080/02331930410001661190 |