Optimality theory for semi-infinite linear programming ∗

This paper presents an exhaustive approach to optimality theory in semi-infinite linear programming, placing a special emphasis on generality. After surveying optimality conditions for general problems, a detailed analysis is made of problems in which the coefficients are continuous functions of a parameter which varies on a compact set, adopting a feasible directions approach. Lastly, the case of analytical coefficients over an interval is considered in some detail.

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