NEW DESCENT RULES FOR SOLVING THE LINEAR SEMIINFINITE PROGRAMMING PROBLEM

Authors
LEON T VERCHER E
Citation
T. Leon et E. Vercher, NEW DESCENT RULES FOR SOLVING THE LINEAR SEMIINFINITE PROGRAMMING PROBLEM, Operations research letters, 15(2), 1994, pp. 105-114
Citations number
13
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
15
Issue
2
Year of publication
1994
Pages
105 - 114
Database
ISI
SICI code
0167-6377(1994)15:2<105:NDRFST>2.0.ZU;2-5
Abstract
The algorithm described in this paper approaches the optimal solution of a continuous semi-infinite linear programming problem through a seq uence of basic feasible solutions. The descent rules that we present f or the improvement step are quite different when one deals with non-de generate or degenerate extreme points. For the non-degenerate case we use a simplex-type approach, and for the other case a search direction scheme is applied. Some numerical examples illustrating the method ar e given.