Abstract
We present in this paper a numerical method for solving non-strictly-convex quadratic semi-infinite programming including linear semi-infinite programming. The proposed method transforms the problem into a series of strictly convex quadratic semi-infinite programming problems. Several convergence results and a numerical experiment are given.
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Ito, S., Liu, Y. & Teo, K.L. An Approximation Approach to Non-strictly Convex Quadratic Semi-infinite Programming. J Glob Optim 30, 195–206 (2004). https://doi.org/10.1007/s10898-004-8278-8
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DOI: https://doi.org/10.1007/s10898-004-8278-8