Abstract
A class of constrained semi-infinite minimax problem is transformed into a simple constrained problem, by means of discretization decomposition and maximum entropy method, making use of surrogate constraint. The paper deals with the convergence of this asymptotic approach method.
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Zhongping, W., Guoming, W. Asymptotic surrogate constraint method and its convergence for a class of semi-infinite programming. Appl. Math. Chin. Univ. 14, 485–491 (1999). https://doi.org/10.1007/s11766-999-0080-4
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DOI: https://doi.org/10.1007/s11766-999-0080-4