Abstract
We investigate a method for approximating a convex domainC⊂R n described by a (possibly infinite) set of linear inequalities. In contrast to other methods, the approximating domains (polyhedrons) lie insideC. We discuss applications to semi-infinite programming and present numerical examples.
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Communicated by G. L. Nemhauser
The paper was written at the Institut für Angewandte Mathematik, Universität Hamburg, Hamburg, West Germany. The author thanks Prof. U. Eckhardt, Dr. K. Roleff, and Prof. B. Werner for helpful discussions.
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Meyn, K.H. A discretization method for systems of linear inequalities. J Optim Theory Appl 34, 355–369 (1981). https://doi.org/10.1007/BF00934677
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DOI: https://doi.org/10.1007/BF00934677