Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices

The uncertainty for the continuous-time linear programming problem with time-dependent matrices is considered in this paper. In this case, the robust counterpart of the continuous-time linear programming problem is introduced. In order to solve the robust counterpart, it will be transformed into the...

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Vydáno v:Mathematics (Basel) Ročník 9; číslo 8; s. 885
Hlavní autor: Wu, Hsien-Chung
Médium: Journal Article
Jazyk:angličtina
Vydáno: Basel MDPI AG 01.04.2021
Témata:
Algorithms
approximate solutions
continuous-time linear programming problems
Linear programming
Mathematical functions
Mathematics
Optimization
robust counterpart
Robustness (mathematics)
Time dependence
weak duality
ϵ-optimal solutions
ISSN:2227-7390, 2227-7390
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Shrnutí:The uncertainty for the continuous-time linear programming problem with time-dependent matrices is considered in this paper. In this case, the robust counterpart of the continuous-time linear programming problem is introduced. In order to solve the robust counterpart, it will be transformed into the conventional form of the continuous-time linear programming problem with time-dependent matrices. The discretization problem is formulated for the sake of numerically calculating the ϵ-optimal solutions, and a computational procedure is also designed to achieve this purpose.
Bibliografie:ObjectType-Article-1
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ISSN:2227-7390
2227-7390
DOI:10.3390/math9080885