Abstract
This paper emphasizes the great potential applicability of the so-called Haar's dual problem, in linear semi-infinite programming, and analyzes its properties in order to its reduction to an ordinary linear program, its sequential approximation through finite subprograms, as well as to its numerical solution by feasible directions strategies.
Zusammenfassung
Diese Arbeit unterstreicht die Anwendbarkeit des sogenannten Dualproblems von Haar in linearer semi-infiniter Optimierung und analysiert seine Eigenschaften. Dies geschieht im Hinblick auf eine Reduktion in ein gewöhnliches lineares Optimierungsproblem, eine sequentielle Approximation durch endliche Teilprobleme und auch zum Finden einer numerischen Lösung durch Verfahren der zulässigen Richtungen.
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This research has been partially supported by DGICYT of Spain, Grant PB93-0943 and Generalitat Valenciana, Grant GV-2219/94.
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Goberna, M.A., Jornet, V. On Haar's dual problem. OR Spektrum 18, 209–217 (1996). https://doi.org/10.1007/BF01540158
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DOI: https://doi.org/10.1007/BF01540158