DocumentCode :
3086586
Title :
Nonlinear perturbations for linear semi-infinite optimization problems
Author :
Teboulle, Marc
Author_Institution :
Dept. of Math. & Stat., Maryland Univ., Baltimore, MD, USA
fYear :
1990
fDate :
5-7 Dec 1990
Firstpage :
2477
Abstract :
A perturbation method for solving semi-infinite optimization problems is introduced. The approach is to use the continuous structure of the problem rather than an a priori discretization of the constraint set. A duality theory for infinite-dimensional convex programs is used to construct a nonlinear dual problem which is a finite-dimensional unconstrained concave problem. This induced dual problem penalizes the classical semi-infinite problem. This formulation lends itself to computing a solution of the dual by Newton´s type method and allows for solving both the primal and dual problems. Implementation of a primal-dual algorithm, the connection with interior point methods, and further results are briefly discussed
Keywords :
duality (mathematics); optimisation; perturbation techniques; duality; infinite-dimensional convex programs; interior point methods; nonlinear perturbation; primal-dual algorithm; semi infinite optimisation; unconstrained concave problem; Constraint optimization; Constraint theory; Entropy; Iterative methods; Linear programming; Mathematics; Newton method; Optimization methods; Perturbation methods; Statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
Type :
conf
DOI :
10.1109/CDC.1990.204070
Filename :
204070
Link To Document :
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