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：
暂无
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.
引用
收藏
页码：201 / 211
页数：10
相关论文
共 50 条
  • [11] FIRST-ORDER OPTIMALITY CONDITIONS FOR CONVEX SEMI-INFINITE MIN-MAX PROGRAMMING WITH NONCOMPACT SETS
    Zhou, Jinchuan
    Wang, Changyu
    Xiu, Naihua
    Wu, Soonyi
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2009, 5 (04) : 851 - 866
  • [12] NON-CONVEX SEMI-INFINITE MIN-MAX OPTIMIZATION WITH NONCOMPACT SETS
    Li, Meixia
    Wang, Changyu
    Qu, Biao
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2017, 13 (04) : 1859 - 1881
  • [13] On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
    Polak, E
    Royset, J
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2005, 31 (02) : 173 - 192
  • [14] On the Use of Augmented Lagrangians in the Solution of Generalized Semi-Infinite Min-Max Problems
    Elijah Polak
    Johannes O. Royset
    Computational Optimization and Applications, 2005, 31 : 173 - 192
  • [15] First-order algorithms for generalized semi-infinite min-max problems
    Polak, E
    Qi, LQ
    Sun, DF
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 1999, 13 (1-3) : 137 - 161
  • [16] First-Order Algorithms for Generalized Semi-Infinite Min-Max Problems
    Dept. of Elec. Eng. and Comp. Sci., University of California at Berkeley, Berkeley, CA 94720, United States
    不详
    Comput Optim Appl, 1-3 (137-161):
  • [17] First-Order Algorithms for Generalized Semi-Infinite Min-Max Problems
    Elijah Polak
    Liqun Qi
    Defeng Sun
    Computational Optimization and Applications, 1999, 13 : 137 - 161
  • [18] Optimal value functions of generalized semi-infinite min-max programming on a noncompact set
    WANG Changyu YANG Xiaoqi YANG Xinmin Institute oi Operations Research Qufu Normal University Qufu China
    Department of Applied Mathematics Dalian University of Technology Dalian China
    Department of Applied Mathematics The Hong Kong Polytechnic University Hong Kong China
    Department of Mathematics Chongqing Normal University Chongqing China
    ScienceinChina,SerA., 2005, Ser.A.2005 (02) : 261 - 276
  • [19] Optimal value functions of generalized semi-infinite min-max programming on a noncompact set
    Changyu Wang
    Xiaoqi Yang
    Xinmin Yang
    Science in China Series A: Mathematics, 2005, 48 : 261 - 276
  • [20] Optimal value functions of generalized semi-infinite min-max programming on a noncompact set
    WANG Changyu
    Department of Applied Mathematics
    Department of Mathematics
    Science China Mathematics, 2005, (02) : 261 - 276
12345