Purification for separated continuous linear programs

Purification for separated continuous linear programs

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Article ID: iaor19961799
Country: Germany
Volume: 43
Issue: 1
Start Page Number: 9
End Page Number: 33
Publication Date: Jan 1996
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

This paper presents a purification algorithm for a class of infinite-dimensional linear programs called separated continuous linear programs (SCLP). This takes an initial feasible solution and produces an extreme point solution without a decrease in objective function value. The algorithm presented here for SCLP is also shown to be the best possible purification algorithm in a certain class.

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