An entropy based central cutting plane algorithm for convex min-max semi-infinite programming problems

被引：0
|
作者：
LiPing Zhang
Shu-Cherng Fang
Soon-Yi Wu
机构：
[1] Tsinghua University,Department of Mathematical Sciences
[2] North Carolina State University,Industrial Engineering and Operations Research
[3] Cheng Kung University,Department of Mathematics
[4] Center for Theoretical Sciences,undefined
来源：
Science China Mathematics | 2013年 / 56卷
关键词：
semi-infinite programming; min-max problem; central cutting plane; entropy; 90C34; 90C90; 93C62;
D O I：
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中图分类号：
学科分类号：
摘要：
In this paper, we present a central cutting plane algorithm for solving convex min-max semi-infinite programming problems. Because the objective function here is non-differentiable, we apply a smoothing technique to the considered problem and develop an algorithm based on the entropy function. It is shown that the global convergence of the proposed algorithm can be obtained under weaker conditions. Some numerical results are presented to show the potential of the proposed algorithm.
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页码：201 / 211
页数：10
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