PRIMAL-DUAL INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR SEMIINFINITE PROGRAMMING

被引:5
|
作者
SHEU, RL [1 ]
WU, SY [1 ]
FANG, SC [1 ]
机构
[1] N CAROLINA STATE UNIV,RALEIGH,NC 27695
关键词
SEMIINFINITE LINEAR PROGRAMMING; PRIMAL-DUAL METHOD; INFEASIBLE-INTERIOR-POINT METHOD;
D O I
10.1016/0898-1221(95)00025-T
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we design an algorithm for solving linear semi-infinite programming problems by using the recently developed primal-dual infeasible-interior-point method for linear programming. The proposed algorithm enjoys the advantages of having ''multiple inexactness'' and ''warm start'' for computational efficiency. A convergence proof is included.
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页码:7 / 18
页数:12
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