Search results for "Criss-cross algorithm"
showing 2 items of 2 documents
On the numerical treatment of linearly constrained semi-infinite optimization problems
2000
Abstract We consider the application of two primal algorithms to solve linear semi-infinite programming problems depending on a real parameter. Combining a simplex-type strategy with a feasible-direction scheme we obtain a descent algorithm which enables us to manage the degeneracy of the extreme points efficiently. The second algorithm runs a feasible-direction method first and then switches to the purification procedure. The linear programming subproblems that yield the search direction involve only a small subset of the constraints. These subsets are updated at each iteration using a multi-local optimization algorithm. Numerical test examples, taken from the literature in order to compar…
A purification algorithm for semi-infinite programming
1992
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.