On Solving a Class of Linear Semi-Infinite Programs by the Trigonometric Moment
Optimization and Control
2019-12-24 v3
Abstract
In this paper, we propose a new easily implementable method for solving a class of semi-infinite programs, where an approximate linear semidefinite program is constructed for the concerned semi-infinite program based on the duality theory of semi-infinite programs and the theory of the trigonometric moments. We obtain a lnK/K-optimal solution for the semi-infinite program, where K is the truncation factor. Moreover, we present some numerical examples to show the efficiency of the new method.
Cite
@article{arxiv.1909.05712,
title = {On Solving a Class of Linear Semi-Infinite Programs by the Trigonometric Moment},
author = {Y. Xu and J. Desai and X. Yan},
journal= {arXiv preprint arXiv:1909.05712},
year = {2019}
}