A ladder method for linear semi-infinite programming
Yan Liu, Ming-Fang Ding · Journal of Industrial and Management Optimization · 2013
This paper presents a new method for linear semi-infinite programming. With theintroduction of the so-called generalized ladder point, a ladder method forlinear semi-infinite programming is developed. This work includes thegeneralization of the inclusive cone version of the fundamental theorem of linearprogramming and the extension of a linear programming ladder algorithm. The extendedladder algorithm finds a generalized ladder point optimal solution of the linearsemi-infinite programming problem, which is approximated by a sequence of ladder points.Simple convergence properties are provided. The algorithm is tested by solving a numberof linear semi-infinite programming examples. These numerical results indicate that thealgorithm is very efficient when compared with other methods.