Implementation of the algorithms presented in:
M. Cerulli(1), A. Oustry(1,2), C. D'Ambrosio(1), L. Liberti(1). Convergent algorithms for a class of convex semi-infinite programs, SIAM Journal on Optimization, 2022.
(1) LIX CNRS, Ecole polytechnique, Institute Polytechnique de Paris, 91120 Palaiseau, France
(2) École des Ponts, Marne-la-Vallée, France
This research was partly funded by the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement n. 764759 ETN MINOA. It was also supported by Réseau de transport d'électricité.