Infinitely Constrained Optimization Problems.
Abstract
A generalized cutting plane algorithm designed to solve problems of the form min(f(x) : x element of X and g(x,y) < or = 0 for all y element of Y) is described. Convergence is established in the general case (f, g continuous, X and Y compact). Constraint dropping is allowed in a special case (f,g(.,y) convex functions, X a convex set). Applications are made to a variety of max-min problems. Computational considerations are discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 28, 1974
- Accession Number
- AD0787663
Entities
People
- James E. Falk
- Jerry W. Blankenship
Organizations
- George Washington University