An Algorithm Constructing Solutions for a Family of Linear Semi-Infinite Problems

A family of linear semi-infinite problems depending on a parameter is considered. For fixed , a sensitivity analysis of the problem solution is carried out and rules constructing the solutions of this family for in a right-side neighborhood of ₀ are described. Results on the one-sided derivatives of the solution with respect to the parameter are presented. On the basis of the results, an active-set-strategy and a path-following algorithm are suggested.