Article ID: | iaor20022527 |
Country: | Netherlands |
Volume: | 103 |
Issue: | 1 |
Start Page Number: | 193 |
End Page Number: | 211 |
Publication Date: | Mar 2001 |
Journal: | Annals of Operations Research |
Authors: | Fang Shu-Cherng, Lin Chih-Jen, Wu Soon-Yi |
This paper studies a class of infinite dimensional linear programming problems known as the general capacity problem. A relaxed cutting plane algorithm is proposed. A convergence proof together with some analysis of the results produced by the algorithm are given. A numerical example is also included to illustrate the computational procedure.