Paper Info
Title
A New Quadratic Semi-infinite Programming Algorithm Based on Dual Parametrization
Abstract
The so called dual parameterization method for quadratic semi-infinite programming (SIP) problems is developed recently. A dual parameterization algorithm is also proposed for numerical solution of such problems. In this paper, we present and improved adaptive algorithm for quadratic SIP problems with positive definite objective and multiple linear infinite constraints. In each iteration of the new algorithm, only a quadratic programming problem with a limited dimension and a limited number of constraints is required to be solved. Furthermore, convergence result is given. The efficiency of the new algorithm is shown by solving a number of numerical examples.
Year
DOI
Venue
2004
10.1023/B:JOGO.0000047910.80739.95
J. Global Optimization
Keywords
Field
DocType
adaptive method,dual parametrization,global optimization,semi-infinite programming
Mathematical optimization,Differential dynamic programming,Quadratically constrained quadratic program,Semi-infinite programming,Quadratic equation,Algorithm,Adaptive algorithm,Quadratic programming,Sequential quadratic programming,Criss-cross algorithm,Mathematics
Journal
Volume
Issue
ISSN
29
4
1573-2916
Citations 
PageRank 
References 
5
0.48
4
Authors
3
Name
Order
Citations
PageRank
Y. Liu1334.70
K. L. Teo21643211.47
S. Y. Wu350.48