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Solving Strategies and Well-Posedness in Linear Semi-Infinite Programming

✍ Scribed by M.J. Cánovas; M.A. López; J. Parra; M.I. Todorov

Book ID
110295621
Publisher
Springer US
Year
2001
Tongue
English
Weight
172 KB
Volume
101
Category
Article
ISSN
0254-5330

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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