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A globally convergent method for semi-infinite linear programming

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Abstract

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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Authors and Affiliations

  1. Department of Mathematical Sciences, Northern Illinois University, 60115, DeKalb, IL, U.S.A.

    H. Hu

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  1. H. Hu
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Hu, H. A globally convergent method for semi-infinite linear programming. J Glob Optim 8, 189–199 (1996). https://doi.org/10.1007/BF00138692

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  • DOI: https://doi.org/10.1007/BF00138692

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