Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/22752
Title: A relaxed cutting plane method for semi-infinite semi-definite programming
Authors: Li, SJ
Wu, SY
Yang, XQ 
Teo, KL
Keywords: Cutting plane scheme
Discretization algorithm
Semi-infinite and semi-definite program
Issue Date: 2006
Source: Journal of computational and applied mathematics, 2006, v. 196, no. 2, p. 459-473 How to cite?
Journal: Journal of Computational and Applied Mathematics 
Abstract: In this paper, we develop two discretization algorithms with a cutting plane scheme for solving combined semi-infinite and semi-definite programming problems, i.e., a general algorithm when the parameter set is a compact set and a typical algorithm when the parameter set is a box set in the m-dimensional space. We prove that the accumulation point of the sequence points generated by the two algorithms is an optimal solution of the combined semi-infinite and semi-definite programming problem under suitable assumption conditions. Two examples are given to illustrate the effectiveness of the typical algorithm.
URI: http://hdl.handle.net/10397/22752
ISSN: 0377-0427
DOI: 10.1016/j.cam.2005.09.013
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