An Algorithm Constructing Solutions for a Family of Linear Semi-Infinite Problems

O. I. Kostyukova

Journal of Optimization Theory and Applications, 2001, vol. 110, issue 3, No 6, 585-609

Abstract: Abstract A family of linear semi-infinite problems depending on a parameter $$\tau \in [0,\tau ^ * ]$$ is considered. For fixed $$\tau = \tau _0 \in [0,\tau ^ * ]$$ , a sensitivity analysis of the problem solution is carried out and rules constructing the solutions of this family for τ in a right-side neighborhood of τ0 are described. Results on the one-sided derivatives of the solution with respect to the parameter are presented. On the basis of the results, an active-set-strategy and a path-following algorithm are suggested.

Keywords: Semi-infinite programming; parametric programming; path following algorithm; active-set strategy (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017588328326

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