On extreme points of bounded sets of generalized finite sequence spaces

Abstract

The Linear Independence Extreme Point Theorem and Opposite Sign Theorem of semiinfinite programming provide algebraic characterizations of unbounded infinite dimensional convex polyhedral sets in terms of their extreme points. The Charnes, Kortanek, and Raike purification algorithm, which transforms any non-extreme point to an extreme point having objective function value at least as great, is based upon the constructive proofs of these two theorems.In this paper these extreme point characterizations are extended to additionally constrained, bounded convex polyhedral constraint sets of semi-infinite programming. It is shown that each of these bounded sets is spanned by a possibly infinite number of extreme points, and as before the proofs are constructive, thereby expanding the range of applicability of the purification algorithm to these cases.