New descent rules for solving the linear semi-infinite programming problem

The algorithm described in this paper approaches the optimal solution of a continuous semi-infinite linear programming problem through a sequence of basic feasible solutions. The descent rule that the authors present for the improvement step are quite different when one deals with non-degenerate or degenerate extreme points. For the non-degenerate case they use a simplex-type approach, and for the other case a search direction scheme is applied. Some numerical examples illustrating the method are given.