Payame Noor University (PNU) Control and Optimization in Applied Mathematics 2383-3130 1 1 2016 08 01 Solving Linear Semi-Infinite Programming Problems Using Recurrent Neural Networks حل مسائل برنامه‌ریزی نیمه نامتناهی با استفاده از شبکه‌های عصبی 55 67 2034 EN Alaeddin Malek Tarbiat Modarres university Ghasem Ahmadi Payame Noor university Seyyed Mehdi Mirhoseini Alizamini Payame Noor university Journal Article 2014 01 05 ‎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. ‎Linear semi-infinite programming‎ ‎Recurrent neural network‎ ‎Dynamical system‎ ‎Discretization‎ ‎Linear programming https://mathco.journals.pnu.ac.ir/article_2034_0faff11932ef505dc435167738955b71.pdf