| Article ID: | iaor19942415 |
| Country: | Germany |
| Volume: | 28 |
| Start Page Number: | 291 |
| End Page Number: | 299 |
| Publication Date: | Jun 1994 |
| Journal: | Optimization |
| Authors: | Wu S.-Y., Fang S.-C. |
| Keywords: | semi-infinite programming |
In this paper, the authors propose an ‘inexact solution’ approach to deal with linear semi-infinite programming problems with finitely many variables and infinitely many constraints over a compact metric space. A general convergence proof with some numerical examples are given and the advantages of using this approach are discussed.