Infinite Programming Proceedings of an International Symposium on In
Infinite programming may be defined as the study of mathematical programming problems in which the number of variables and the number of constraints are both possibly infinite. Many optimization problems in engineering, operations research, and economics
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tractable necessary and sufficient condition
for
optimal control of piecewise deterministic processes R. Durier On the Fermat-Weber problem and Pareto optima in a normed space J.J.M. Evers Stochastic convex infinite horizon optimization o
S-A. Gustafson Stability and convergence of the three phase algorithm for semi-infinite programs K. Jacobs A measure theoretical max-flow problem B. Johannesson An algorithm for the solution of a continuous time programming problem W.K. Klein Haneveld Some linear programs in probabilities and their duals
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L. McLinden Stable linear programs R.L. Streit Saddle points and over-determined complex equations B.Torsney Moment inequalities via optimal design theory S. Zlobec Input optimization: optimal realizations of linear and convex mathematical models
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