A Cutting Plane Approach to Solving Quadratic Infinite Programs on Measure Spaces

作者: S.Y. Wu

DOI: 10.1023/A:1017954323460

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摘要: We study infinite dimensional quadratic programming (QP) problems of integral type. The decision variable is taken in the space bounded regular Borel measures on compact Hausdorff spaces. An implicit cutting plane algorithm developed to obtain an optimal solution QP problem. major computational tasks using approach solve lie finding a global optimizer non-linear and non-convex program. present explicit scheme relax this requirement get rid unnecessary constraints each iteration order reduce size computatioinal programs. A general convergence proof also given.

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