On solving convex quadratic semi-infinite programming probelms
Shu-Cherng Fang, Chih‐Jen Lin, S. -Y. Wu · Optimization · 1994
In this paper we study a from of convex quadratic semi-infinite programming problems with finitely many variables and infinitely many constraints over a compact metric space. An entropic path-following algorithum is introduced with a convergence proof. Some practical implementations and numerical experiments are also included