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- W2099202299 abstract "In this paper, we solve a class of convex infinite-dimensional optimization problems using a numerical approximation method that does not rely on discretization. Instead, we restrict the decision variable to a sequence of finite-dimensional linear subspaces of the original infinite-dimensional space and solve the corresponding finite-dimensional problems in a efficient way using structured convex optimization techniques. We prove that, under some reasonable assumptions, the sequence of these optimal values converges to the optimal value of the original infinite-dimensional problem and give an explicit description of the corresponding rate of convergence." @default.
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- W2099202299 date "2010-01-01" @default.
- W2099202299 modified "2023-09-26" @default.
- W2099202299 title "Solving Infinite-dimensional Optimization Problems by Polynomial Approximation" @default.
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- W2099202299 doi "https://doi.org/10.1007/978-3-642-12598-0_3" @default.
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