STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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Semi-Infinite programming, that allows for either infinitely many constraints or infinitely many variables but not both, is a natural extension of ordinary mathematical programming. There are many practical as well as theoretical problems in which the constraints depend on time or space and thus can be formulated as a semi-infinite programs. The main results include 1 An algorithm for solving a matrix rescaling problem formulated as a semi-infinite linear program 2 An algorithm for solving a matrix estimation problem equivalent to a semi-infinite quadratic program 3 A one-phase algorithm for solving a large class of semi-infinite linear programming problems and 4 Applications of the above algorithm to convex programming.
- Operations Research