A globally convergent algorithm is presented for the solution of a wide class of semi-infinite programming problems. The method is based on the solution of a sequence of equality constrained quadratic programming problems, and usually has a second order convergence rate. Numerical results illustrating the effectiveness of the method are given.

Finite linear least squares is one of the core problems numerical algebra, with countless applications across science and engineering. Consequently, there a rich ongoing literature on algorithms for solving problems. In this paper, we explore variant in which system's matrix has infinite dimension (i.e., it quasimatrix). We call such semi-infinite regression As show, case arises several applica...

In linear programming it is known that an appropriate nonhomogenious Farkas Lemma leads to a short proof of the strong duality results for a pair of primal and dual programs. By using a corresponding generalized Farkas lemma we give a similar proof of the strong duality results for semidefinite programs under constraint qualifications. The proof includes optimality conditions. The same approach...

We study the order of maximizers in linear conic programming (CP) as well as stability issues related to this. We do this by taking a semi-infinite view on conic programs: a linear conic problem can be formulated as a special instance of a linear semi-infinite program (SIP), for which characterizations of the stability of first order maximizers are well-known. However, conic problems are highly...

In contrast to the stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of unknown feasible sets for varying parameters, whose values are otherwise unknown. Observations are used intrinsically in ...

there are two interesting methods, in the literature, for solving fuzzy linear programming problems in which the elements of coefficient matrix of the constraints are represented by real numbers and rest of the parameters are represented by symmetric trapezoidal fuzzy numbers. the first method, named as fuzzy primal simplex method, assumes an initial primal basic feasible solution is at hand. t...