On the Use of Augmented Lagrangians in the Solution of Generalized Semi-Infinite Min-Max Problems.

Elijah Polak Johannes O. Royset

Published in: Comput. Optim. Appl. (2005)

Keyphrases

min max
semi infinite
optimality conditions
quadratic program
semidefinite
exact solution
linear systems
high level
linear program
optimal solution
high dimensional
knapsack problem