A Numerical Method for Solving a Class of Continuous-Time Linear Fractional Programming Problems

In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate sol...

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Veröffentlicht in:2009 International Joint Conference on Computational Sciences and Optimization : 24-26 April 2009 Jg. 2; S. 761 - 765
Hauptverfasser: Ching-Feng Wen, Yung-Yih Lur, Sy-Ming Guu
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: IEEE 01.04.2009
Schlagworte:
Approximation methods
Computer industry
Continuing education
continuous-time linear fractional programming problems
continuous-time linear programming problems
Educational programs
Estimation error
Infinite-dimensional optimization problems
Linear programming
Mathematical programming
Optimization methods
Programming profession
Stochastic processes
ISBN:9780769536057, 0769536050
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung:In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide a discrete approximation procedure to find numerical solutions of (FP) and to establish the estimation for the error bound of approximate solutions. Moreover, in order to reduce the consumption of computational time of solving large scale finite-dimensional linear programs, we further develop recurrence algorithms to take over the conventional methods.
ISBN:9780769536057
0769536050
DOI:10.1109/CSO.2009.423