Code: 38547700
We introduce a new adaptive discretization method solving semi-infinite optimization problems with a quadratic rate of convergence. We prove the Quadratic Convergence Theorem, which rigorously establishes quadratic convergence und ... more
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We introduce a new adaptive discretization method solving semi-infinite optimization problems with a quadratic rate of convergence. We prove the Quadratic Convergence Theorem, which rigorously establishes quadratic convergence under mild regularity conditions and investigate further convergence properties. Numerical studies show that the new method outperforms the classical adaptive discretization method by Blankenship and Falk.
Book category Books in English Mathematics & science Mathematics Optimization
59.34 €
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