Abstract
Semi-infinite linear programs often arise as the limit of a sequence of approximating linear programs. Hence, studying the behavior of extensions of linear programming algorithms to semi-infinite problems can yield valuable insight into the behavior of the underlying linear programming algorithm when the number of constraints or the number of variables is very large. In this paper, we study the behavior of the affine-scaling algorithm on a particular semi-infinite linear programming problem. We show that the continuous trajectories converge to the optimal solution but that, for any strictly positive step, there are starting points for which the discrete algorithm converges to nonoptimal boundary points.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
