A column generations approach for the products mix based semi-Infinite linear programming model

摘要

This paper extends product mix/linear programming based problem with an infinite number of product typos for decisions. The corresponding model becomes a class of semi-infinite linear programming model. With the problem assumptions, the optimal solution can still be theoretically solved using the Simplex based method. To handle the infinite number of decision variables, a set of finite number of variables can be initially generated and then solved and improve sequentially using the classical column generation approach. The proposed procedure was programmed as a MATLAB code and was tested. The computational results are reported.