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Calmness Modulus of Linear Semi-infinite Programs

✍ Scribed by Cánovas, M. J.; Kruger, A. Y.; López, M. A.; Parra, J.; Théra, M. A.

Book ID
121853387
Publisher
Society for Industrial and Applied Mathematics
Year
2014
Tongue
English
Weight
277 KB
Volume
24
Category
Article
ISSN
1052-6234

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For a min-max problem in the form of minxEx maxtET {A(X)}, the nondi\_fferentiability of the max function F(x) --maxtET {ft(x)} presents special difficulty in finding optimal solutions. We show that an entropic regularization procedure can provide a smooth approximation Fp(x) that uniformly converge