|
|||||
|
|
An entropy based central cutting plane algorithm for convex min-max semi-infinite programming problems |
|
| Authors: | LiPing Zhang Shu-Cherng Fang Soon-Yi Wu |
| Institution: | 1. Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China 2. Industrial Engineering and Operations Research, North Carolina State University, Raleigh, NC, 27695-7906, USA 3. Department of Mathematics, Cheng Kung University, Tainan, 70101, Taiwan, China 4. Center for Theoretical Sciences, Tainan, 70101, Taiwan, China |
| Abstract: | In this paper, we present a central cutting plane algorithm for solving convex min-max semi-infinite programming problems. Because the objective function here is non-differentiable, we apply a smoothing technique to the considered problem and develop an algorithm based on the entropy function. It is shown that the global convergence of the proposed algorithm can be obtained under weaker conditions. Some numerical results are presented to show the potential of the proposed algorithm. |
| Keywords: | |
| 本文献已被 CNKI SpringerLink 等数据库收录！ | |