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.