Algorithms for infinite quadratic programming in L p spaces

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:213

Article

Chen, Shen-Yu¹  Wu, Soon-Yi¹ 

[1] Natl Cheng Kung Univ, Inst Appl Math, Tainan 700, Taiwan

关键词: infinite quadratic programming in L (p) spaces;    cutting plane method;    algorithms;    optimal value;    optimal solution;    discretization;   

DOI  :  10.1016/j.cam.2007.01.018

来源: Elsevier

【 摘 要 】

We study infinite dimensional quadratic programming problems of an integral type. The decision variable is taken in the L p space where 1 < p < infinity. In this paper the decision variable is required to have a lower bound and an upper bound on a compact interval. Two numerical algorithms are proposed for solving these problems, and the convergence properties of the proposed algorithms are given. Two numerical examples are also given to implement the proposed algorithms. (c) 2007 Elsevier B.V. All rights reserved.

【 授权许可】

Free