A RECURRENCE METHOD FOR SIMPLE CONTINUOUS LINEAR PROGRAMMING PROBLEMS
In this paper, we discuss a special class of continuous linear programming problems which can be called simple continuous linear programming problems (SP). A practical and efficient method for finding an approximate optimal value and optimal solution of (SP) is presented. The main work of computing...
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| Veröffentlicht in: | Journal of the Chinese Institute of Industrial Engineers Jg. 26; H. 2; S. 147 - 155 |
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| Sprache: | Englisch |
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Taylor & Francis Group
01.01.2009
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| ISSN: | 1017-0669, 2151-7606 |
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| Abstract | In this paper, we discuss a special class of continuous linear programming problems which can be called simple continuous linear programming problems (SP). A practical and efficient method for finding an approximate optimal value and optimal solution of (SP) is presented. The main work of computing an approximate optimal value in the provided method is only to solve finite linear programming problems by using recurrence relations. Furthermore, a simple algorithm can be employed not only to easily solve the (SP) problem but also to provide an error bound of optimal value as well. Some numerical examples are given to implement the algorithm. |
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| AbstractList | In this paper, we discuss a special class of continuous linear programming problems which can be called simple continuous linear programming problems (SP). A practical and efficient method for finding an approximate optimal value and optimal solution of (SP) is presented. The main work of computing an approximate optimal value in the provided method is only to solve finite linear programming problems by using recurrence relations. Furthermore, a simple algorithm can be employed not only to easily solve the (SP) problem but also to provide an error bound of optimal value as well. Some numerical examples are given to implement the algorithm. |
| Author | Wen, Ching-Feng Wu, Yan-Kuen Lur, Yung-Yih |
| Author_xml | – sequence: 1 givenname: Ching-Feng surname: Wen fullname: Wen, Ching-Feng organization: General Education Center , Kaohsiung Medical University – sequence: 2 givenname: Yan-Kuen surname: Wu fullname: Wu, Yan-Kuen organization: Department of Industrial Management , Vanung University – sequence: 3 givenname: Yung-Yih surname: Lur fullname: Lur, Yung-Yih organization: Department of Industrial Management , Vanung University |
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| Cites_doi | 10.1137/S0363012993247858 10.1016/0022-247X(69)90106-1 10.1080/00207728108963831 10.1006/jmaa.1997.5279 10.1137/0115112 10.1137/0113043 10.1016/0022-247X(66)90187-9 10.1007/BF01956855 10.1007/s10107-002-0307-0 10.1137/0331073 10.1002/net.3230190403 10.1137/S0363012993257507 10.1287/moor.1050.0166 10.1080/13873959708837058 10.1007/BF01303432 10.1137/S1052623494278827 |
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| Snippet | In this paper, we discuss a special class of continuous linear programming problems which can be called simple continuous linear programming problems (SP). A... |
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| SubjectTerms | continuous linear programming problems recurrence method |
| Title | A RECURRENCE METHOD FOR SIMPLE CONTINUOUS LINEAR PROGRAMMING PROBLEMS |
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