Infinitely constrained optimization problems

Autor: Blankenship, J. W., Falk, J. E.
Zdroj: Journal of Optimization Theory and Applications; June 1976, Vol. 19 Issue: 2 p261-281, 21p
Abstrakt: A generalized cutting-plane algorithm designed to solve problems of the form min{f(x) :x ?X andg(x,y) ? 0 for ally ?Y} is described. Convergence is established in the general case (f,g continuous,X andY compact). Constraint dropping is allowed in a special case [f,g(·,y) convex functions,X a convex set]. Applications are made to a variety of max-min problems. Computational considerations are discussed.
Databáze: Supplemental Index