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| HAL : hal-00704915, version 1 |
| DOI : 10.1287/moor.1080.0362 |
| Fiche détaillée |  Récupérer au format |
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| Mathematics of Operations Research 34, Issue 2 (2009) 303-319 |
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| Penalty and Smoothing Methods for Convex Semi-Infinite Programming |
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| Alfred Auslender 1Miguel A. Goberna |
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| (03/2009) |
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| 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. |
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| 1 : | Institut Camille Jordan (ICJ) |
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CNRS : UMR5208 – Université Claude Bernard - Lyon I – Ecole Centrale de Lyon – Institut National des Sciences Appliquées (INSA) - Lyon |
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| 2 : | CICATA-Altamira |
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National Polytechnique Institute |
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| Domaine | : | Mathématiques/Optimisation et contrôle |
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| convex semi-infinite programming – asymptotic functions – penalty methods – smoothing methods – duality |
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| hal-00704915, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00704915 | |
| oai:hal.archives-ouvertes.fr:hal-00704915 | |
| Contributeur : Alfred Auslender | |
| Soumis le : Mercredi 6 Juin 2012, 15:07:50 | |
| Dernière modification le : Mercredi 6 Juin 2012, 15:07:50 | |
