6533b82ffe1ef96bd1295a7d

RESEARCH PRODUCT

A purification algorithm for semi-infinite programming

Teresa LeónEnriqueta Vercher

subject

Mathematical optimizationInformation Systems and ManagementGeneral Computer ScienceLinear programmingManagement Science and Operations ResearchIndustrial and Manufacturing EngineeringSemi-infinite programmingLinear-fractional programmingSimplex algorithmModeling and SimulationAlgorithm designCriss-cross algorithmExtreme pointAlgorithmGradient methodMathematics

description

Abstract 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.

yearjournalcountryeditionlanguage
1992-03-01European Journal of Operational Research
https://doi.org/10.1016/0377-2217(92)90353-b