On the sufficiency of finite support duals in semi-infinite linear programming
نویسندگان
چکیده
منابع مشابه
On the sufficiency of finite support duals in semi-infinite linear programming
We consider semi-infinite linear programs with countably many constraints indexed by the natural numbers. When the constraint space is the vector space of all real valued sequences, we show that the finite support (Haar) dual is equivalent to the algebraic Lagrangian dual of the linear program. This settles a question left open by Anderson and Nash [2]. This result implies that if there is a du...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2014
ISSN: 0167-6377
DOI: 10.1016/j.orl.2013.11.002