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: | Anderson E.J., Pullan M.C. |
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.