DocumentCode
700916
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
fYear
1997
fDate
1-7 July 1997
Firstpage
2874
Lastpage
2879
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082547
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