Penalty and Smoothing Methods for Convex Semi-Infinite Programming
Published Online:3 Apr 2009https://doi.org/10.1287/moor.1080.0362
Abstract
In this paper we consider min-max convex semi-infinite programming. To solve these problems we introduce a unified framework concerning Remez-type algorithms and integral methods coupled with penalty and smoothing methods. This framework subsumes well-known classical algorithms, but also provides some new methods with interesting properties. Convergence of the primal and dual sequences are proved under minimal assumptions.
