Abstract
For convex quadratic semi-infinite programming problems aFortran-package is described. A first coarse grid is successively refined in such a way that the solution on the foregoing grids can be used on the one hand as starting points for the subsequent grids and on the other hand to considerably reduce the number of constraints which have to be considered in the subsequent problems. This enables an efficient treatment of large problems with moderate storage requirements. Powell's (1983) numerically stable convex quadratic programming implementation is used to solve the QP-subproblems.
Similar content being viewed by others
References
U. Eckhardt, “Semi-infinite quadratische Optimierung,” in: K.H. Hoffmann, ed.,Kontrolltheorie (Freie Universität Berlin, 1978).
R. Hettich, “An implementation of a discretization method for semi-infinite programming,”Mathematical Programming 34 (1986) 354–361.
R. Hettich and W. van Honstede, “On quadratically convergent methods for semi-infinite programming,” in: R. Hettich, ed.,Semi-infinite Programming, Lecture Notes in Control and Information Science, Vol. 15 (Springer, New York, 1979) pp. 97–111.
M.J.D. Powell, “zqpcvx: afortran subroutine for convex quadratic programming,” Report DAMTP/1983/NA17, Department of Applied Mathematics and Theoretical Physics, University of Cambridge (Cambridge, UK, 1983).
M.J.D. Powell, “On the quadratic programming algorithm of Goldfarb and Idnani,”Mathematical Programming 25 (1985) 46–61.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Hettich, R., Gramlich, G. A note on an implementation of a method for quadratic semi-infinite programming. Mathematical Programming 46, 249–254 (1990). https://doi.org/10.1007/BF01585742
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01585742