Infinitely Constrained Optimization Problems.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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A generalized cutting plane algorithm designed to solve problems of the form minfx x element of X and gx,y or 0 for all y element of Y is described. Convergence is established in the general case f, g continuous, X and Y compact. Constraint dropping is allowed in a special case f,g.,y convex functions, X a convex set. Applications are made to a variety of max-min problems. Computational considerations are discussed. Author
- Operations Research