Authors: O Stein A Winterfeld
Publish Date: 2010/03/19
Volume: 146, Issue: 2, Pages: 419-443
Abstract
In this paper we analyze the outer approximation property of the algorithm for generalized semiinfinite programming from Stein and Still SIAM J Control Optim 42769–788 2003 A simple bound on the regularization error is found and used to formulate a feasible numerical method for generalized semiinfinite programming with convex lowerlevel problems That is all iterates of the numerical method are feasible points of the original optimization problem The new method has the same computational cost as the original algorithm from Stein and Still SIAM J Control Optim 42769–788 2003 We also discuss the merits of this approach for the adaptive convexification algorithm a feasible point method for standard semiinfinite programming from Floudas and Stein SIAM J Optim 181187–1208 2007
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