Infinite programming may be defined as the study of mathematical programming problems in which the number of variables and the number of constraints are both possibly infinite. Many optimization problems in engineering, operations research, and economics have natural formul- ions as infinite programs. For example, the problem of Chebyshev approximation can be posed as a linear program with an infinite number of constraints. Formally, given continuous functions f, gl, g2,, gn on the interval a, b], we can find the linear combination of the functions gl, g2, ..., gn which is the best uniform...