A New Approach for Approximating Solution of Continuous Semi-Infinite Linear Programming

‎This paper describes a new optimization method for solving continuous semi-infinite linear problems‎. ‎With regard to the dual properties‎, ‎the problem is presented as a measure theoretical optimization problem‎, ‎in which the existence of the solution is guaranteed‎. ‎Then‎, ‎on the basis of the atomic measure properties‎, ‎a computation method was presented for obtaining the near optimal solution by means of famous and simple simplex method‎. ‎Some numerical results are reported to indicate the efficiency of the new method.

Keywords:

Atomic measure‎ , ‎Linear programming‎ , ‎Radon measure‎ , ‎Semi-infinite linear programming‎ , ‎Weak* topology