Abstract

Separably-infinite programs are a class of linear infinite programs that are related to semi-infinite programs and which have applications in economics and statistics. These programs have an infinite number of variables and an infinite number of constraints. However, only a finite number of variables appear in an infinite number of constraints, and only a finite number of constraints have an infinite number of variables. Duality in this class of programs is studied and used to develop a system of nonlinear equations satisfied by optimal solutions of the primal and dual programs. This nonlinear system has uses in numerical techniques for solving separably-infinite programs.

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