linear semi-infinite programming

An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP

  • Tomonari Kitahara
  • Bruno F. Lourenço
  • Masakazu Muramatsu
  • Takashi Tsuchiya
  • Takayuki Okuno
    • Categories Linear, Cone and Semidefinite Programming, Semi-infinite Programming Tags , , ,

    We point out that Chubanov’s oracle-based algorithm for linear programming [5] can be applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe the details and prove the polynomial complexity of the algorithm based on the real computation model proposed by Blum, Shub and Smale (the BSS model) which is … Read more

    Sensitivity analysis in linear semi-infinite programming via partitions

  • Miguel A. Goberna
  • Tamás Terlaky
  • Maxim I. Todorov
    • Categories Other Topics, Semi-infinite Programming Tags , , ,

    This paper provides sufficient conditions for the optimal value function of a given linear semi-infinite programming problem to depend linearly on the size of the perturbations, when these perturbations are directional, involve either the cost coefficients or the right-hand-side function or both, and they are sufficiently small. Two kinds of partitions are considered. The first … Read more