A New Approach for Approximating Solution of Continuous Semi-Infinite Linear Programming

ýThis paper describes a new optimization method for solving continuous semi-infinite linear problemsý. ýWith regard to the dual propertiesý, ýthe problem is presented as a measure theoretical optimization problemý, ýin which the existence of the solution is guaranteedý. ýThený, ýon the basis of the atomic measure propertiesý, ýa computation method was presented for obtaining the near optimal solution by means of famous and simple simplex methodý. ýSome numerical results are reported to indicate the efficiency of the new method.