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摘要: |
本文研究了求解半无限规划的两个算法框架.利用离散化方法和局部约化方法,提出了两个求解半无限规划的算法框架.在温和的条件下,证明了基于离散化方法的算法框架具有弱全局收敛性.数值试验表明所提出的算法框架是有效的. |
关键词: 半无限规划 离散化方法 局部约化 全局收敛性 |
DOI: |
分类号:O221.2 |
基金项目:Supported by National Natural Science Foundation of China (11271086) and Guangxi Natural Science Foundation (2014GXNSFBA118002) and Guangxi Colleges and Universities Key Laboratory of Data Science (Guangxi Teachers Education University). |
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TWO ALGORITHM FRAMEWORKS BASED ON DISCRETIZATION METHOD AND LOCAL REDUCTION FOR SEMI-INFINITE PROGRAMMING |
XU Qing-juan,JIAN Jin-bao
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Abstract: |
In this paper, two algorithm frameworks for semi-infinite programming (SIP) are discussed. Using discretization method and local reduction method, we present two algorithm frameworks for SIP. Under some mild assumptions, the algorithm framework based on discretization method possesses weak global convergence. Numerical experiments show that the proposed algorithm frameworks are effective. |
Key words: semi-infinite programming discretization method local reduction method global convergence |