A ladder method for linear semi-infinite programming

Yanqun Liu; Ming-Fang Ding

doi:10.3934/jimo.2014.10.397

Article Contents

2014, Volume 10, Issue 2: 397-412. Doi: 10.3934/jimo.2014.10.397

This issue Previous Article Optimizing system-on-chip verifications with multi-objective genetic evolutionary algorithms Next Article Theory and applications of optimal control problems with multiple time-delays

A ladder method for linear semi-infinite programming

Yanqun Liu^1, and
Ming-Fang Ding^1,

1.
School of Mathematical and Geospatial Sciences, RMIT University, GPO Box 2476, Melbourne, Victoria 3001

Received: November 2012

Revised: July 2013

Published: April 2014

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Abstract

This paper presents a new method for linear semi-infinite programming. With the introduction of the so-called generalized ladder point, a ladder method for linear semi-infinite programming is developed. This work includes the generalization of the inclusive cone version of the fundamental theorem of linear programming and the extension of a linear programming ladder algorithm. The extended ladder algorithm finds a generalized ladder point optimal solution of the linear semi-infinite programming problem, which is approximated by a sequence of ladder points. Simple convergence properties are provided. The algorithm is tested by solving a number of linear semi-infinite programming examples. These numerical results indicate that the algorithm is very efficient when compared with other methods.

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Mathematics Subject Classification: Primary: 90C34, 90C46.

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