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A PURIFICATION ALGORITHM FOR SEMI-INFINITE PROGRAMMING
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DOI：10.1016/0377-2217(92)90353-B.png)
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In this paper we present a purification algorithm for semi-infinite linear programming. Starting with a feasible point, the algorithm either finds an improved extreme point or concludes with the unboundedness of the problem. The method is based on the solution of a sequence of linear programming problems. The study of some recession conditions has allowed us to establish a weak assumption for the finite convergence of this algorithm. Numerical results illustrating the method are given.
Keyword:
LINEAR PROGRAMMING
SEMI-INFINITE PROGRAMS
RECESSION CONDITIONS
GRADIENT METHODS
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6
论文数:
2.2W
被引数:
6.4W
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