| Article ID: | iaor1993750 |
| Country: | Netherlands |
| Volume: | 56 |
| Issue: | 3 |
| Start Page Number: | 361 |
| End Page Number: | 364 |
| Publication Date: | Oct 1992 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Ferris Michael C., Philpott Andrew B. |
The authors consider an extension of the affine scaling algorithm for linear programming problems with free variables to problems having infinitely many constraints, and explore the relationship between this algorithm and the finite affine scaling method applied to a discretization of the problem.