Title :
A potential reduction interior point method for semi-infinite linear programming on a Hilbert space
Author :
Lim, Andrew E. B. ; Moore, John B.
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
We consider a semi-infinite linear programming problem where the variables may belong to an infinite-dimensional Hilbert space. We generalize a potential reduction method introduced by Ye so that it can be used to solve this problem. Furthermore, convergence of the iterates produced by this algorithm to the optimal solution is proven. As an example, we show how this algorithm can be used to solve continuous linear programming (CLP) problems.
Keywords :
Hilbert spaces; linear programming; CLP; continuous linear programming problems; infinite-dimensional Hilbert space; potential reduction interior point method; semiinfinite linear programming problem; Convergence; Hilbert space; Limiting; Linear programming; Optimization; Upper bound; Optimization; interior point algorithms; potential reduction algorithm; semi-infinite linear programming;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
