On solving convex quadratic semi-infinite programming problems. (English) Zbl 0819.90112
Summary: We study a form of convex quadratic semi-infinite programming problems with finitely many variables and infinitely many constraints over a compact metric space. An entropic path-following algorithm is introduced with a convergence proof. Some practical implementations and numerical experiments are also included.
MSC:
90C34 | Semi-infinite programming |
90C48 | Programming in abstract spaces |
90C20 | Quadratic programming |
90C25 | Convex programming |