Semi-Infinite Programming
Abstract
Semi-Infinite programming, that allows for either infinitely many constraints or infinitely many variables but not both, is a natural extension of ordinary mathematical programming. There are many practical as well as theoretical problems in which the constraints depend on time or space and thus can be formulated as a semi-infinite programs. The main results include: (1) An algorithm for solving a matrix rescaling problem formulated as a semi-infinite linear program; (2) An algorithm for solving a matrix estimation problem equivalent to a semi-infinite quadratic program; (3) A one-phase algorithm for solving a large class of semi-infinite linear programming problems; and (4) Applications of the above algorithm to convex programming.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1989
- Accession Number
- ADA207403
Entities
People
- Hui Hu
Organizations
- Stanford University