Abstract
In this paper, we present a new method to solve linear semi-infinite programming. This method bases on the fact that the nonnegative polynomial on could be turned into a positive semi-definite system, so we can use the nonnegative polynomials to approximate the semi-infinite constraint. Furthermore, we set up an approximate programming for the primal linear semi-infinite programming, and obtain an error bound between two programming problems. Numerical results show that our method is efficient.
Acknowledgments
This work was supported by the Research Grant Council of Hong Kong, the National Natural Science Foundation of China (grant No. 11071122, 11171159); the Specialized Research Fund of Doctoral Program of Higher Education of China (grant No. 20103207110002).