On finite convergence of an explicit exchange method for convex semi-infinite programming problems with second-order cone constraints ∗

@inproceedings{Hayashi2011OnFC,
  title={On finite convergence of an explicit exchange method for convex semi-infinite programming problems with second-order cone constraints ∗},
  author={Shunsuke Hayashi and Liping Zhang and Soon-Yi Wu},
  year={2011}
}
We consider the convex semi-infinite programming problem with second-order cone constraints (for short, SOCCSIP). We propose an explicit exchange method for solving SOCCSIP, and prove that the algorithm terminates in a finite number of iterations under some mild conditions. In the analysis, the complementarity slackness condition with respect to second-order cones plays an important role. To deal with such complementarity conditions, we utilize the spectral factorization techniques in Euclidean… CONTINUE READING

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