An Unconstrained Convex Programming Approach to Linear Semi-Infinite Programming
Chih‐Jen Lin, Shu‐Cherng Fang, Soon‐Yi Wu · SIAM Journal on Optimization · 1998
In this paper, an unconstrained convex programming dual approach for solving a class of linear semi-infinite programming problems is proposed. Both primal and dual convergence results are established under some basic assumptions. Numerical examples are also included to illustrate this approach.