Article ID: | iaor2001479 |
Country: | Netherlands |
Volume: | 121 |
Issue: | 1 |
Start Page Number: | 78 |
End Page Number: | 91 |
Publication Date: | Feb 2000 |
Journal: | European Journal of Operational Research |
Authors: | Leon T., Vercher E., Sanmatias S. |
Keywords: | programming: linear |
We consider the application of two primal algorithms to solve linear semi-infinite programming problems depending on a real parameter. Combining a simplex-type strategy with a feasible-direction scheme we obtain a descent algorithm which enables us to manage the degeneracy of the extreme points efficiently. The second algorithm runs a feasible-direction method first and then switches to the purification procedure. The linear programming subproblems that yield the search direction involve only a small subset of the constraints. These subsets are updated at each iteration using a multi-local optimization algorithm. Numerical test examples, taken from the literature in order to compare the numerical effort with other methods, show the efficiency of the proposed algorithms.