Connections between generalized, inexact and semi-infinite linear programming

This paper presents duality results between generalized and inexact linear programs and describes a special type of linear semi-infinite programs in connection with the programs above mentioned. In order to solve inexact linear programs a corresponding auxiliary problem can be formulated which is explicitly solvable. However, this auxiliary problem is a reformulation of the reduced semi-infinite problem. Therefore, all the numerical methods for solving semi-infinite linear programs can be used for the numerical treatment of inexact and generalized linear programs.