Search Results - Infinite-dimensional problems of linear programming*

Efficient Algorithms for Separated Continuous Linear Programs: The Multicommodity Flow Problem with Holding Costs and Extensions

Authors: Fleischer, Lisa Sethuraman, Jay

Source: Mathematics of Operations Research, 2005 Nov 01. 30(4), 916-938.

Access URL: https://www.jstor.org/stable/25151694

Shadow Prices in Infinite-Dimensional Linear Programming: Shadow prices in infinite-dimensional linear programming

Authors: H. Edwin Romeijn Robert L. Smith

Source: Mathematics of Operations Research. 23:239-256

Subject Terms: shadow prices, 8. Economic growth, 1. No poverty, 0211 other engineering and technologies, duality, 02 engineering and technology, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), Semi-infinite programming, infinite horizon optimization

File Description: application/xml

Access URL: http://deepblue.lib.umich.edu/bitstream/2027.42/7311/5/ban0077.0001.001.pdf
https://zbmath.org/1677037
https://doi.org/10.1287/moor.23.1.239
https://pubsonline.informs.org/doi/abs/10.1287/moor.23.1.239
https://ideas.repec.org/a/inm/ormoor/v23y1998i1p239-256.html
https://deepblue.lib.umich.edu/handle/2027.42/7311
https://econpapers.repec.org/RePEc:inm:ormoor:v:23:y:1998:i:1:p:239-256
http://www-personal.umich.edu/~rlsmith/Shadow%20Prices.pdf
https://doi.org/10.1287/moor.23.1.239

Infinite-dimensional linear programming and model-independent hedging of contingent claims

Authors: Badikov, Sergey Davis, Mark H. A. Jacquier, Antoine

Contributors: Badikov, Sergey Davis, Mark H. A. Jacquier, Antoine

Subject Terms: 510

Access URL: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.745261

AN INTERVAL-TYPE ALGORITHM FOR CONTINUOUS-TIME LINEAR FRACTIONAL PROGRAMMING PROBLEMS

Authors: Wen, Ching-Feng

Source: Taiwanese Journal of Mathematics, 2012 Aug 01. 16(4), 1423-1452.

Access URL: https://www.jstor.org/stable/taiwjmath.16.4.1423

Some remarks on the infinite-dimensional problems of linear programming

Authors: Anatoly Vershik

Source: Russian Mathematical Surveys. 25:117-124

Subject Terms: 0209 industrial biotechnology, Linear programming, 02 engineering and technology, 0101 mathematics, 01 natural sciences

File Description: application/xml

Access URL: https://zbmath.org/3356470
https://doi.org/10.1070/rm1970v025n05abeh003798
https://zbmath.org/3333028
https://ui.adsabs.harvard.edu/abs/1970RuMaS..25..117V/abstract
http://iopscience.iop.org/article/10.1070/RM1970v025n05ABEH003798/meta

Infinite-dimensional linear programming problems with a duality gap

Authors: Astav'ev, N. N.

Subject Terms: Programming in abstract spaces, half-properness, Linear programming, Infinite-dimensional problems of linear programming, Sensitivity, stability, parametric optimization, countable number of constraints and variables, Semi-infinite programming, duality gap

File Description: application/xml

Access URL: https://zbmath.org/3936963

A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes

Authors: Ghate, Archis Smith, Robert L.

Source: Operations Research, 2013 Mar 01. 61(2), 413-425.

Access URL: http://dx.doi.org/10.1287/opre.1120.1121

Shadow Prices in Infinite-Dimensional Linear Programming

Authors: Romeijn, H. Edwin Smith, Robert L.

Source: Mathematics of Operations Research, 1998 Feb 01. 23(1), 239-256.

Access URL: https://www.jstor.org/stable/3690354

Some questions concerning the approximation of the optimal value of infinite-dimensional problems in linear programming

Authors: Anatoly Vershik V. Temel't

Source: Soviet Mathematical Journal. 9:591-601

Subject Terms: operations research

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Access URL: https://link.springer.com/article/10.1007/BF02199093

Constructing Optimal Maps for Monge's Transport Problem as a Limit of Strictly Convex Costs

Authors: Caffarelli, Luis A. Feldman, Mikhail McCann, Robert J.

Source: Journal of the American Mathematical Society, 2002 Jan 01. 15(1), 1-26.

Access URL: https://www.jstor.org/stable/827090

Infinite-Dimensional Hamilton–Jacobi Equations and Dirichlet Boundary Control Problems of Parabolic Type: Infinite-dimensional Hamilton-Jacobi equations and Dirichlet boundary control problems of parabolic type

Authors: Maria Elisabetta Tessitore Piermarco Cannarsa

Source: SIAM Journal on Control and Optimization. 34:1831-1847

Subject Terms: boundary control, viscosity solutions, Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games, Dynamic programming in optimal control and differential games, existence, Initial value problems for linear higher-order PDEs, Nonlinear parabolic equations, uniqueness, 0101 mathematics, Hamilton-Jacobi equation, 01 natural sciences, Higher-order parabolic equations

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Access URL: http://conservancy.umn.edu/bitstream/11299/2575/1/1217.pdf
https://zbmath.org/954833
https://doi.org/10.1137/s0363012994263354
https://conservancy.umn.edu/handle/11299/2575
https://conservancy.umn.edu/bitstream/11299/2575/1/1217.pdf
https://epubs.siam.org/doi/abs/10.1137/S0363012994263354

Sensitivity Analysis in Linear Semi-Infinite Programming via Partitions

Authors: Goberna, M. A. Terlaky, T. Todorov, M. I.

Source: Mathematics of Operations Research, 2010 Feb 01. 35(1), 14-26.

Access URL: https://www.jstor.org/stable/40538415

An algorithm for infinite-dimensional linear programming problems on Lp space

無限維線性規劃在Lp空間上的演算法

Authors: Bo-JyunJian 簡伯均

Thesis Advisors: Bo-JyunJian 簡伯均

File Description: 31

Availability: http://ndltd.ncl.edu.tw/handle/35605374250240399546

APPROXIMATE SOLUTIONS FOR CONTINUOUS-TIME QUADRATIC FRACTIONAL PROGRAMMING PROBLEMS

Authors: Lur, Yung-Yih Ho, Wen-Hsien Lu, Tien-Hung et al.

Source: Taiwanese Journal of Mathematics, 2014 Dec 01. 18(6), 1791-1826.

Access URL: https://www.jstor.org/stable/taiwjmath.18.6.1791

The lagrange approach to infinite linear programs: The Lagrange approach to infinite linear programs

Authors: J. Rigoberto Gabriel Onésimo Hernández Lerma R. Martinez

Source: Top. 9:293-314

Subject Terms: Convex programming, Lagrange multipliers, equality constraints, strong duality, 0211 other engineering and technologies, 02 engineering and technology, Optimality conditions and duality in mathematical programming, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), infinite-dimensional, inequality-constrained linear program

File Description: application/xml

Access URL: https://zbmath.org/1740557
https://doi.org/10.1007/bf02579088
https://econpapers.repec.org/RePEc:spr:topjnl:v:9:y:2001:i:2:p:293-314
https://ideas.repec.org/a/spr/topjnl/v9y2001i2p293-314.html
https://dialnet.unirioja.es/servlet/articulo?codigo=938753
https://documat.unirioja.es/servlet/articulo?codigo=938753
https://link.springer.com/article/10.1007%2FBF02579088
https://link.springer.com/content/pdf/10.1007/BF02579088.pdf

The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities: The relationship between the maximum principle and dynamic programming for the control of parabolic variational inequalities

Authors: Cătălin Popa

Source: SIAM Journal on Control and Optimization. 35:1711-1738

Subject Terms: dynamic programming, optimality conditions, parabolic variational inequality, Dynamic programming in optimal control and differential games, dual extremal arc, Variational inequalities, infinite dimensional Bolza problem, feedback law, 01 natural sciences, value function, optimal control, Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators, Optimality conditions for problems involving partial differential equations, 0101 mathematics

File Description: application/xml

Access URL: https://zbmath.org/1116133
https://doi.org/10.1137/s0363012994198585
https://epubs.siam.org/doi/abs/10.1137/S0363012994198585

Gâteaux semiderivative approach applied to shape optimization of obstacle problems.

Authors: Goldammer, Nico Schulz, Volker H. Welker, Kathrin

Source: Control & Cybernetics. Mar2025, Vol. 54 Issue 1, p141-161. 21p.

Subject Terms: Variational inequalities (Mathematics), Nonsmooth optimization, Nonconvex programming, Structural optimization, Complementarity constraints (Mathematics), Critical point theory, Directional derivatives, Optimization algorithms

An output sensitivity problem for a class of linear distributed systems with uncertain initial state.

Authors: LARRACHE, ABDELILAH LHOUS, MUSTAPHA RHILA, SOUKAINA BEN et al.

Source: Archives of Control Sciences. 2020, Vol. 30 Issue 1, p139-155. 17p.

Subject Terms: Linear systems, Uncertain systems, Linear programming

Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

Contributors: Rossomakhine, Sergey [Flinders University, Flinders Mathematical Sciences Laboratory, School of Computer Science, Engineering and Mathematics (Australia)]

Source: Applied Mathematics and Optimization; 71; 2; Other Information: Copyright (c) 2015 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)

File Description: Medium: X; Size: page(s) 195-276

Access URL: http://www.osti.gov/scitech/biblio/22469996

Solving the Problem of Fuzzy Partition-Distribution with Determination of the Location of Subset Centers.

Authors: Bulat, Anatoly Kiseleva, Elena Yakovlev, Sergiy et al.

Source: Computation; Oct2024, Vol. 12 Issue 10, p199, 20p

Subject Terms: MATHEMATICAL programming, ARTIFICIAL intelligence, MATHEMATICAL models, INDUSTRIAL costs, FUZZY algorithms, MEMBERSHIP functions (Fuzzy logic)