6533b825fe1ef96bd1281c99
RESEARCH PRODUCT
New descent rules for solving the linear semi-infinite programming problem
Enriqueta VercherTeresa Leónsubject
Scheme (programming language)Mathematical optimizationSequenceLinear programmingApplied MathematicsDegenerate energy levelsMathematicsofComputing_NUMERICALANALYSISManagement Science and Operations ResearchIndustrial and Manufacturing EngineeringSemi-infinite programmingBasic solutionExtreme pointcomputerSoftwareDescent (mathematics)Mathematicscomputer.programming_languagedescription
The algorithm described in this paper approaches the optimal solution of a continuous semi-infinite linear programming problem through a sequence of basic feasible solutions. The descent rules that we present for the improvement step are quite different when one deals with non-degenerate or degenerate extreme points. For the non-degenerate case we use a simplex-type approach, and for the other case a search direction scheme is applied. Some numerical examples illustrating the method are given.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1994-03-01 | Operations Research Letters |