An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP

Masakazu Muramatsu, Tomonari Kitahara, Bruno F. Lourenço +2

We point out that Chubanov's oracle-based algorithm for linear programming [5] can be applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe…