Article ID: | iaor20002439 |
Country: | United States |
Volume: | 103 |
Issue: | 1 |
Start Page Number: | 95 |
End Page Number: | 119 |
Publication Date: | Oct 1999 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Goberna M.A., Jornet V., Puente R., Todorov M.I. |
In many interesting semi-infinite programming problems, all the constraints are linear inequalities whose coefficients are analytical functions of a one-dimensional parameter. This paper shows that significant geometrical information on the feasible set of these problems can be obtained directly from the given coefficient functions. One of these geometrical properties gives rise to a general purification scheme for linear semi-infinite programs equipped with so-called analytical constraint systems. It is also shown that the solution sets of such kind of consistent systems form a transition class between polyhedral convex sets and closed convex sets in the Euclidean space of the unknowns.