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An Approximation Approach to Non-strictly Convex Quadratic Semi-infinite Programming |
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| Authors: | S Ito Y Liu and K L Teo |
| Institution: | (1) The Institute of Statistical Mathematics, Tokyo 106-8569, Japan;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong |
| Abstract: | We present in this paper a numerical method for solving non-strictly-convex quadratic semi-infinite programming including linear semi-infinite programming. The proposed method transforms the problem into a series of strictly convex quadratic semi-infinite programming problems. Several convergence results and a numerical experiment are given. |
| Keywords: | Approximation Convex quadratic semi-infinite programming Duality Linear semi-infinite programming |
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