Continuous-time linear programming problems revisited: A perturbation approach

The class of continuous-time linear programming problems under the assumption that the constraints are satisfied almost everywhere in the time interval [0, T] is taken into account in this article. Under this assumption, its corresponding discretized problems cannot be formulated by equally dividing...

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Vydáno v:Optimization Ročník 62; číslo 1; s. 33 - 70
Hlavní autor: Wu, Hsien-Chung
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia Taylor & Francis Group 01.01.2013
Taylor & Francis LLC
Témata:
continuous-time linear programming problems
discretized problems
Duality theorem
Intervals
Linear programming
Mathematical problems
Optimization
Perturbation methods
perturbed optimization problems
Simplex method
strong duality theorem
Studies
Theorems
Time
weak duality theorem
ISSN:0233-1934, 1029-4945
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Shrnutí:The class of continuous-time linear programming problems under the assumption that the constraints are satisfied almost everywhere in the time interval [0, T] is taken into account in this article. Under this assumption, its corresponding discretized problems cannot be formulated by equally dividing the time interval [0, T] as subintervals of [0, T] . In this article, we also introduce the perturbed continuous-time linear programming problems to prove the strong duality theorem when the constraints are assumed to be satisfied a.e. in [0, T] .
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ISSN:0233-1934
1029-4945
DOI:10.1080/02331934.2010.548868