Approximate Solutions and Duality Theorems for Continuous-Time Linear Fractional Programming Problems

This article proposes a practical computational procedure to solve a class of continuous-time linear fractional programming problems by designing a discretized problem. Using the optimal solutions of proposed discretized problems, we construct a sequence of feasible solutions of continuous-time line...

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Veröffentlicht in:Numerical functional analysis and optimization Jg. 33; H. 1; S. 80 - 129
Hauptverfasser: Wen, Ching-Feng, Wu, Hsien-Chung
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia, PA Taylor & Francis Group 01.01.2012
Taylor & Francis
Schlagworte:
Approximate solutions
Calculus of variations and optimal control
Continuous-time linear fractional programming problems
Exact sciences and technology
Mathematical analysis
Mathematics
Sciences and techniques of general use
Strong duality
Weak convergence
Weak duality
Strong duality
Continuous-time linear fractional programming problems
Error estimation
Weak duality
Continuous time
Linear time
Duality
90C26
46N 10
Algorithm
Approximate solutions
Weak convergence
Optimal solution
ISSN:0163-0563, 1532-2467
Online-Zugang:Volltext
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Zusammenfassung:This article proposes a practical computational procedure to solve a class of continuous-time linear fractional programming problems by designing a discretized problem. Using the optimal solutions of proposed discretized problems, we construct a sequence of feasible solutions of continuous-time linear fractional programming problem and show that there exists a subsequence that converges weakly to a desired optimal solution. We also establish an estimate of the error bound. Finally, we provide two numerical examples to demonstrate the usefulness of this practical algorithm.
ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2011.629312