An accelerated central cutting plane algorithm for linear semi-infinite programming
成果类型：
Article
署名作者：
Betrò, B
署名单位：
Consiglio Nazionale delle Ricerche (CNR); Istituto di Matematica Applicata e Tecnologie Informatiche Enrico Magenes (IMATI-CNR)
刊物名称：
MATHEMATICAL PROGRAMMING
ISSN/ISSBN：
0025-5610
DOI：
10.1007/s10107-003-0492-5
发表日期：
2004
页码：
479-495
关键词：
摘要：
An algorithm for linear semi-infinite programming is presented which accelerates the convergence of the central cutting plane algorithm first proposed in [4]. Compared with other algorithms, the algorithm in [4] has the advantage of being applicable under mild conditions and of providing feasible solutions. However its convergence has been shown to be rather slow in practical instances. The algorithm proposed in this paper introduces a simple acceleration scheme which gives faster convergence, as confirmed by several examples, as well as an interval of prefixed length containing the optimum value. It is also shown that the algorithm provides a solution of the dual problem and that it can be used for convex semi-infinite programming too.