A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming

A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming

Tsoukalas, A and Rustem, B 2011, 'A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming ', Optimization Letters , vol. 5, no. 4, pp. 705-716.

Document type:	Journal Article
Collection:	Journal Articles

Title	A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming
Author(s)	Tsoukalas, A Rustem, B
Year	2011
Journal name	Optimization Letters
Volume number	5
Issue number	4
Start page	705
End page	716
Total pages	12
Publisher	Springer
Abstract	Discretization methods for semi-infinite programming do not provide a feasible point in a finite number of iterations. We propose a method that computes a feasible point with an objective value better than or equal to a target value f0 or proves that such a point does not exist. Then a binary search on the space of objective values can be performed to obtain a feasible, E-optimal solution. The algorithm is based on the algorithm proposed in (Blankenship JW, Falk JE in J Optim Theory Appl 19(2):261-281, 1976). Under mild assumptions it terminates in a finite number of iterations.
Subject	Optimisation
Keyword(s)	Feasible point method Global optimization Semi-infinite programming
Copyright notice	© 2010 Springer-Verlag.
ISSN	1862-4472

Citation counts:	Cited 1 times in TR Web of Science Cited 0 times in Scopus Article
Access Statistics:	22 Abstract Views - Detailed Statistics
Created:	Fri, 18 May 2012, 09:12:00 EST by Catalyst Administrator