SEMIINFINITE PROGRAMMING - THEORY, METHODS, AND APPLICATIONS

作     者：HETTICH, R KORTANEK, KO 

作者机构：UNIV IOWACOLL BUSINESS ADMDEPT MANAGEMENT SCIIOWA CITYIA 52242 

出 版 物：《SIAM REVIEW》 (工业与应用数学会综论)

年 卷 期：1993年第35卷第3期

页      面：380-429页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：SEMIINFINITE PROGRAMMING MATHEMATICAL PROGRAMMING AND OPTIMIZATION TECHNIQUES OPTIMALITY CONDITIONS DUALITY THEORY NONLINEAR PROGRAMMING PARAMETRIC ANALYSIS ALGORITHMS FOR FUNCTIONAL APPROXIMATION 

摘      要：Starting from a number of motivating and abundant applications in sectional sign 2, including control of robots, eigenvalue computations, mechanical stress of materials, and statistical design, the authors describe a class of optimization problems which are referred to as semi-infinite, because their constraints bound functions of a finite number of variables on a whole region. In sectional sign sectional sign 3-5, first- and second-order optimality conditions are derived for general non-linear problems as well as a procedure for reducing the problem locally to one with only finitely many constraints. Another main effort for achieving simplification is through duality in sectional sign 6. There, algebraic properties of finite linear programming are brought to bear on duality theory in semi-infinite programming. Section 7 treats numerical methods based on either discretization or local reduction with the emphasis on the design of superlinearly convergent (SQP-type) methods. Taking this differentiable point of view, this paper can be considered to be complementary to the review given by Polak [SIAM Rev., 29 (1987), pp. 21-89] on the nondifferentiable approach. The last, short section briefly reviews some work done on parametric problems.