A Neural Network Approach for solving Semi- Infinite Linear Programming Problems

In this article, we present a new algorithm for solving Semi-Infinite Linear Programming SILP) problems based on an artificial neural network concept. First the localreduction method forsolving the SILP problems is introduced. Based on the local reduction method, the Karush-KuhnTucker (KKT) conditions and gradient method are used to convert the SILP problem to an unconstrained optimization problem then, a neural network model is constructed to solve it Numerical example has been employed to indicate the accuracy of the new method

Keywords:

Semi-Infinite Linear Programming , Neural Network , Local Reduction Method KKT conditions