Copositive Programming via Semi-Infinite Optimization

Copositive Programming via Semi-Infinite Optimization

Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads t...

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Veröffentlicht in:Journal of optimization theory and applications 2013-11, Vol.159 (2), p.322-340
Hauptverfasser: Ahmed, Faizan, Dür, Mirjam, Still, Georg
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Approximation
Calculus of Variations and Optimal Control
Optimization
Discretization
Engineering
Errors
Linear algebra
Mathematical analysis
Mathematical models
Mathematical programming
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Optimization algorithms
Programming
Studies
Theory of Computation
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Beschreibung
Zusammenfassung:Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP). We study CP from the viewpoint of SIP and discuss optimality and duality results. Different approximation schemes for solving CP are interpreted as discretization schemes in SIP. This leads to sharp explicit error bounds for the values and solutions in dependence on the mesh size. Examples illustrate the structure of the original program and the approximation schemes.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-013-0344-2