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A globally convergent method for semi-infinite linear programming

โœ Scribed by H. Hu

Publisher
Springer US
Year
1996
Tongue
English
Weight
541 KB
Volume
8
Category
Article
ISSN
0925-5001

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โœฆ Synopsis

This paper presents a globally convergent method for solving a general semi-infinite linear programming problem. Some important features of this method include: It can solve a semi-infinite linear program having an unbounded feasible region. It requires an inexact solution to a nonlinear subproblem at each iteration. It allows unbounded index sets and nondifferentiable constraints. The amount of work at each iteration k does not increase with k.

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