We use them constantly in computer language and are now using them when talking about the war, such as, GPS, WMD, RPG. It seems when an article is written, the full name might be mentioned once and then always referred to with initials afterwards. Is it correct to write an article using initials?

I don't know about correctness in news-type articles, but in scientific articles, it generally would only be acceptable if it met one of two conditions:
1. The abbreviation is on a list of acceptable abbreviations for the journal (and this list is usually found in the journal with the definitions of the abbreviations).
2. It is introduced along with the full phrase. e.g "Weapons of mass destruction (WMD)"

It always annoys me when they don't do at least the second in news articles.

Because it saves time and you know what time is. Money. I think this practice ismost often used by the military, government, etc.

It's ok to use initials if you have set out the complete name the first time you use it. I also add: "Beaumont Foundation (BF)."

Catty