A NewTheoretical Measure Approach for Solving Continuous Semi-infinite Linear Programs

This paper describes a new optimization method for solving continuous semi-infinite linear problems. With regard to the dual properties, the problem was presented as a measure theoretical optimization problem, in which the existence of the solution was guaranteed. Then, on the basis of the atomic measure properties, a computation method was presented for obtaining the nearly optimal solution by help of the famous and simple simplex method. Numerical examples were employed to indicate the efficiency of the new method in comparison.

Keywords:

Radon Measure , Linear programming (LP) , Semi-infinite LP , Dual , Atomic measure , Weak* topology