In this paper, we design an algorithm for solving linear semi-infinite programming problems by using the recently developed primal-dual infeasible-interior-point method for linear programming. The proposed algorithm enjoys the advantages of having "multiple inexactness" and "warm start" for computational efficiency. A convergence proof is included.
All Science Journal Classification (ASJC) codes
- Modelling and Simulation
- Computational Theory and Mathematics
- Computational Mathematics