FEASIBLE METHOD FOR SEMI-INFINITE PROGRAMS
文献类型：期刊论文
| 作者 | Wang, Shuxiong; Yuan, Yaxiang
|
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2015 |
| 卷号 | 25期号:4页码:2537-2560 |
| 关键词 | semi-infinite programs concave optimization adaptive subdivision algorithm |
| ISSN号 | 1052-6234 |
| DOI | 10.1137/140982143 |
| 英文摘要 | A new numerical method is presented for semi-infinite optimization problems which guarantees that each iterate is feasible for the original problem. The basic idea is to construct concave relaxations of the lower level problem, to compute the optimal values of the relaxation problems explicitly, and to solve the resulting approximate problems with finitely many constraints. The concave relaxations are constructed by replacing the objective function of the lower level problem by its concave upper bound functions. Under mild conditions, we prove that every accumulation point of the solutions of the approximate problems is an optimal solution of the original problem. An adaptive subdivision algorithm is proposed to solve semi-infinite optimization problems. It is shown that the Karush-Kuhn-Tucker points of the approximate problems converge to a Karush-Kuhn-Tucker point of the original problem within arbitrarily given tolerances. Numerical experiments show that our algorithm is much faster than the existing adaptive convexification algorithm in computation time. |
| 资助项目 | NSFC[11331012] ; NSFC[11321061] ; NSFC[11461161005] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000367019700023 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/21590]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Wang, Shuxiong |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Shuxiong,Yuan, Yaxiang. FEASIBLE METHOD FOR SEMI-INFINITE PROGRAMS[J]. SIAM JOURNAL ON OPTIMIZATION,2015,25(4):2537-2560. |
| APA | Wang, Shuxiong,&Yuan, Yaxiang.(2015).FEASIBLE METHOD FOR SEMI-INFINITE PROGRAMS.SIAM JOURNAL ON OPTIMIZATION,25(4),2537-2560. |
| MLA | Wang, Shuxiong,et al."FEASIBLE METHOD FOR SEMI-INFINITE PROGRAMS".SIAM JOURNAL ON OPTIMIZATION 25.4(2015):2537-2560. |
入库方式： OAI收割
来源：数学与系统科学研究院
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