半无限规划可行解的一个有效算法

An Efficient Method for Solving Feasible Point of Semi-infinite Programming

基于极大值函数的极大熵,给出求解半无限规划问题可行解的一个有效算法,在一定的假设下,证明了算法的收敛性。数值实验表明,该算法是有效的。

Solving feasible point of semi - infinite programming is concerned. By using entropy function of maximum function, we present an algorithm and give it' s proof of convergence. Numerical experiments suggest that our algorithm is effective.