Infinitely constrained optimization problems |
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| Authors: | J W Blankenship J E Falk |
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| Institution: | (1) Institute for Defense Analyses, Arlington, Virginia;(2) Department of Operations Research, The George Washington University, Washington, DC |
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| Abstract: | A generalized cutting-plane algorithm designed to solve problems of the form min{f(x) :x  X andg(x,y) 0 for ally Y} is described. Convergence is established in the general case (f,g continuous,X andY compact). Constraint dropping is allowed in a special case f,g(·,y) convex functions,X a convex set]. Applications are made to a variety of max-min problems. Computational considerations are discussed.Dr. Falk's research was supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under AFOSR Contract No. 73–2504. |
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| Keywords: | Mathematical programming cutting-plane methods minimax problems nonconvex programming zero-sum games |
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