On affine scaling and semi-infinite programming
نویسندگان
چکیده
In this note we are concerned with the generalization given by Ferris and Philpott [3] of the affine scaling algorithm discovered by Dikin [2] to solve semi-infinite linear programming problems, in which the number of variables is finite, but the number of constraints is not. In [3] a discrepancy is pointed out between the classical algorithm and its generalization. The purpose of this note is to explain the discrepancy. Ferris and Philpott [3] propose an affine scaling algorithm for linear programs of the following form:
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ورودعنوان ژورنال:
- Math. Program.
دوره 56 شماره
صفحات -
تاریخ انتشار 1992