Linear Optimization and Approximation: An Introduction to the Theoretical Analysis and Numerical Treatment of Semi-infinite Programs

A linear optimization problem is the task of minimizing a linear real-valued function of finitely many variables subject to linear constraints; in general there may be infinitely many constraints. This book is devoted to such problems. Their mathematical properties are investi­ gated and algorithms for their computational solution are presented. Applications are discussed in detail. Linear optimization problems are encountered in many areas of applications. They have therefore been subject ...