A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods.
Li-Ping PangQi WuJin-He WangQiong WuPublished in: Comput. Optim. Appl. (2020)
Keyphrases
- semi infinite programming
- heuristic methods
- learning algorithm
- dynamic programming
- cost function
- objective function
- worst case
- optimal solution
- linear programming
- optimization problems
- combinatorial optimization
- convex hull
- computational complexity
- continuous variables
- quadratic programming
- convergence analysis
- globally convergent