New descent rules for solving the linear semi-infinite programming problem

Authors:
Teresa León;Enriqueta Vercher
Affiliations:
Department of Statistics and Operations Research, University of Valencia, Spain;Department of Statistics and Operations Research, University of Valencia, Spain
Venue:
Operations Research Letters
Year:
1994

Citing 3
Cited 1

Linear programming: active set analysis and computer programs

Linear programming: active set analysis and computer programs
Semi-infinite programming: theory, methods, and applications

SIAM Review
The Design of the XMP Linear Programming Library

ACM Transactions on Mathematical Software (TOMS)

Stability of the intersection of solution sets of semi-infinite systems

Journal of Computational and Applied Mathematics

Quantified Score

Hi-index	0.00

Visualization

Abstract

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.