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Relaxed Cutting Plane Method for Solving Linear Semi-Infinite Programming Problems

โœ Scribed by S. Y. Wu; S. C. Fang; C. J. Lin

Book ID
110411046
Publisher
Springer
Year
1998
Tongue
English
Weight
622 KB
Volume
99
Category
Article
ISSN
0022-3239

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๐Ÿ“œ SIMILAR VOLUMES

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One of the major computational bottlenecks of using the conventional cutting plane approach to solve convex programming problems with infinitely many linear constraints lies in finding a global optimizer of a nonlinear and nonconvex program. This paper presents a relaxed scheme to generate a new cut

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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