A relaxed cutting plane method for semi-infinite semi-definite programming

[摘要] In this paper, we develop two discretization algorithms with a cutting plane scheme for solving combined semi-infinite and semi-definite programming problems, i.e., a general algorithm when the parameter set is a compact set and a typical algorithm when the parameter set is a box set in the m-dimensional space. We prove that the accumulation point of the sequence points generated by the two algorithms is an optimal solution of the combined semi-infinite and semi-definite programming problem under suitable assumption conditions. Two examples are given to illustrate the effectiveness of the typical algorithm. (c) 2005 Elsevier B.V. All rights reserved.

[发布日期] 2006-11-15

[关键词] semi-infinite and semi-definite program;discretization algorithm;cutting plane scheme