Optimization Letters

, Volume 5, Issue 4, pp 705–716

A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming

Original Paper

DOI: 10.1007/s11590-010-0236-4

Cite this article as:
Tsoukalas, A. & Rustem, B. Optim Lett (2011) 5: 705. doi:10.1007/s11590-010-0236-4

Abstract

Discretization methods for semi-infinite programming do not provide a feasible point in a finite number of iterations. We propose a method that computes a feasible point with an objective value better than or equal to a target value f0 or proves that such a point does not exist. Then a binary search on the space of objective values can be performed to obtain a feasible, \({\epsilon}\)-optimal solution. The algorithm is based on the algorithm proposed in (Blankenship JW, Falk JE in J Optim Theory Appl 19(2):261–281, 1976). Under mild assumptions it terminates in a finite number of iterations.

Keywords

Semi-infinite programming Feasible point method Global optimization 

Copyright information

© Springer-Verlag 2010

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsRMIT UniversityMelbourneAustralia
  2. 2.Department of ComputingImperial CollegeLondonUK

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