Article ID: | iaor1996626 |
Country: | United States |
Volume: | 29 |
Issue: | 8 |
Start Page Number: | 7 |
End Page Number: | 18 |
Publication Date: | Apr 1995 |
Journal: | Computers & Mathematics with Applications |
Authors: | Wu S.-Y., Fang S.-C., Sheu R.-L. |
In this paper, the authors design an algorithm for solving linear semi-infinite programming problems by using the recently developed primal-dual infeasible-interior-point method for linear programming. The proposed algorithm enjoys the advantages of having ‘multiple inexactness’ and ‘warm start’ for computational efficiency. A convergence proof is included.