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Generalized semi-infinite programming: A tutorial

✍ Scribed by F. Guerra Vázquez; J.-J. Rückmann; O. Stein; G. Still


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
338 KB
Volume
217
Category
Article
ISSN
0377-0427

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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

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## Abstract This paper gives characterization of optimal Solutions for convex semiinfinite programming problems. These characterizations are free of a constraint qualification assumption. Thus they overcome the deficiencies of the semiinfinite versions of the Fritz John and the Kuhn‐Tucker theories