Approximation Schemes for Infinite Linear Programs

  • Authors:
  • Onésimo Hernández-Lerma;Jean B. Lasserre

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1998

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Abstract

This paper presents approximation schemes for an infinite linear program. In particular, it is shown that, under suitable assumptions, the program's optimum value can be approximated by the values of finite-dimensional linear programs, and that, in addition, every accumulation point of a sequence of optimal solutions for the approximating programs is an optimal solution for the original problem.