An algorithm for a class of continuous linear programs

This paper discusses a class of continuous linear programs posed in a function space called separated continuous linear programs (SCLP). A dual linear program and a corresponding discrete approximation are introduced followed by a discussion of their properties. The discrete approximation gives rise...

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Bibliographic Details
Published inSIAM journal on control and optimization Vol. 31; no. 6; pp. 1558 - 1577
Main Author PULLAN, M. C
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Society for Industrial and Applied Mathematics 01.11.1993
Subjects
Algorithms
Applied sciences
Approximation
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Simplex method
Linear programming
Continuous time
Duality
Algorithm
Simplex method
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Summary:This paper discusses a class of continuous linear programs posed in a function space called separated continuous linear programs (SCLP). A dual linear program and a corresponding discrete approximation are introduced followed by a discussion of their properties. The discrete approximation gives rise to an improvement step which is constructed from any given feasible (nonoptimal) solution for SCLP. A strong duality result follows from this. There are a variety of possible implementations of an algorithm for solving SCLP problems using this improvement step. Finally some computational results are given from one possible implementation.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
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ISSN:0363-0129
1095-7138
DOI:10.1137/0331073