Article ID: | iaor19881221 |
Country: | Netherlands |
Volume: | 43 |
Issue: | 3 |
Start Page Number: | 257 |
End Page Number: | 276 |
Publication Date: | Apr 1989 |
Journal: | Mathematical Programming (Series A) |
Authors: | Ferris M.C., Philpott A.B. |
The authors consider the generalization of a variant of Karmarkar’s algorithm to semi-infinite programming. The extension of interior point methods to infinite-dimensional linear programming is discussed and an algorithm is derived. An implementation of the algorithm for a class of semi-infinite linear programs is described and the results of a number of test problems are given. The authors pay particular attention to the problem of Chebyshev approximation. Some further results are given for an implementation of the algorithm applied to a discretization of the semi-infinite linear program, and a convergence proof is given in this case.