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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| Vydáno v: | 2009 International Joint Conference on Computational Sciences and Optimization : 24-26 April 2009 Ročník 2; s. 761 - 765 |
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| Hlavní autoři: | , , |
| Médium: | Konferenční příspěvek |
| Jazyk: | angličtina |
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IEEE
01.04.2009
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| ISBN: | 9780769536057, 0769536050 |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Ching-Feng Wen Yung-Yih Lur Sy-Ming Guu |
| Author_xml | – sequence: 1 surname: Ching-Feng Wen fullname: Ching-Feng Wen organization: Gen. Educ. Center, Kaohsiung Med. Univ. Kaohsiung, Kaohsiung, Taiwan – sequence: 2 surname: Yung-Yih Lur fullname: Yung-Yih Lur – sequence: 3 surname: Sy-Ming Guu fullname: Sy-Ming Guu |
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| Snippet | In this paper, we discuss a class of infinite-dimensional optimization problems called continuous-time linear fractional programming problems (FP). We provide... |
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| SubjectTerms | 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 |
| Title | A Numerical Method for Solving a Class of Continuous-Time Linear Fractional Programming Problems |
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