Abstract
We consider the generalization of a variant of Karmarkar's algorithm to semi-infinite programming. The extension of interior point methods to infinite-dimensional linear programming is discussed and an algorithm is derived. An implementation of the algorithm for a class of semi-infinite linear programs is described and the results of a number of test problems are given. We pay particular attention to the problem of Chebyshev approximation. Some further results are given for an implementation of the algorithm applied to a discretization of the semi-infinite linear program, and a convergence proof is given in this case.
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