Abstract
We consider an extension of the affine scaling algorithm for linear programming problems with free variables to problems having infinitely many constraints, and explore the relationship between this algorithm and the finite affine scaling method applied to a discretization of the problem.
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References
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This material is based on research supported by Air Force Office of Scientific Research Grant AFOSR 89-0410.
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Ferris, M.C., Philpott, A.B. On affine scaling and semi-infinite programming. Mathematical Programming 56, 361–364 (1992). https://doi.org/10.1007/BF01580908
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DOI: https://doi.org/10.1007/BF01580908