Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems.
Johannes O. RoysetElijah PolakArmen Der KiureghianPublished in: SIAM J. Optim. (2003)
Keyphrases
- min max
- semi infinite
- exact solution
- semidefinite
- optimality conditions
- quadratic program
- solving problems
- numerical methods
- mixed integer
- feature selection
- simulated annealing
- reinforcement learning
- quadratic programming
- linear systems
- learning algorithm
- convergence rate
- sensitivity analysis
- linear program
- sufficient conditions
- linear programming