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A Dual Parametrization Method for Convex Semi-Infinite Programming

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Abstract

We formulate convex semi-infinite programming problems in a functional analytic setting and derive optimality conditions and several duality results, based on which we develop a computational framework for solving convex semi-infinite programs.

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Authors and Affiliations

  1. Center for Development of Statistical Computing, The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, Tokyo, 106-8569, Japan

    S. Ito

  2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

    Y. Liu

  3. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

    K.L. Teo

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  1. S. Ito
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  2. Y. Liu
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  3. K.L. Teo
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Ito, S., Liu, Y. & Teo, K. A Dual Parametrization Method for Convex Semi-Infinite Programming. Annals of Operations Research 98, 189–213 (2000). https://doi.org/10.1023/A:1019208524259

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