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...

Full description

Saved in:
Bibliographic Details
Published in:Mathematics (Basel) Vol. 9; no. 8; p. 885
Main Author: Wu, Hsien-Chung
Format: Journal Article
Language:English
Published: Basel MDPI AG 01.04.2021
Subjects:
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
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:2227-7390
2227-7390
DOI:10.3390/math9080885