Infinitely constrained optimization problems
Autor: | Blankenship, J. W., Falk, J. E. |
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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 |
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