Malek, A., Ahmadi, G., Mirhoseini Alizamini, S. (2016). Solving Linear Semi-Inﬁnite Programming Problems Using Recurrent Neural Networks. Biquarterly Control and Optimization in applied Mathematics, 1(1), 55-67.

Alaeddin Malek; Ghasem Ahmadi; Seyyed Mehdi Mirhoseini Alizamini. "Solving Linear Semi-Inﬁnite Programming Problems Using Recurrent Neural Networks". Biquarterly Control and Optimization in applied Mathematics, 1, 1, 2016, 55-67.

Malek, A., Ahmadi, G., Mirhoseini Alizamini, S. (2016). 'Solving Linear Semi-Inﬁnite Programming Problems Using Recurrent Neural Networks', Biquarterly Control and Optimization in applied Mathematics, 1(1), pp. 55-67.

Malek, A., Ahmadi, G., Mirhoseini Alizamini, S. Solving Linear Semi-Inﬁnite Programming Problems Using Recurrent Neural Networks. Biquarterly Control and Optimization in applied Mathematics, 2016; 1(1): 55-67.

Solving Linear Semi-Inﬁnite Programming Problems Using Recurrent Neural Networks

Linear semi-inﬁnite programming problem is an important class of optimization problems which deals with infinite constraints. In this paper, to solve this problem, we combine a discretization method and a neural network method. By a simple discretization of the infinite constraints,we convert the linear semi-infinite programming problem into linear programming problem. Then, we use a recurrent neural network model, with a simple structure based on a dynamical system to solve this problem. The portfolio selection problem and some other numerical examples are solved to evaluate the effectiveness of the presented model.