Penalty and Smoothing Methods for Convex Semi-Infinite Programming

نویسندگان

  • Alfred Auslender
  • Miguel A. Goberna
  • Marco A. López
چکیده

In this paper we consider min-max convex semi-infinite programming. In order to solve these problems we introduce a unified framework concerning Remez-type algorithms and integral methods coupled with penalty and smoothing methods. This framework subsumes well-known classical algorithms, but also provides some new methods with interesting properties. Convergence of the primal and dual sequences are proved under minimal assumptions.

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عنوان ژورنال:
  • Math. Oper. Res.

دوره 34  شماره 

صفحات  -

تاریخ انتشار 2009