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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Bibliographic Details
Published in:2009 International Joint Conference on Computational Sciences and Optimization : 24-26 April 2009 Vol. 2; pp. 761 - 765
Main Authors: Ching-Feng Wen, Yung-Yih Lur, Sy-Ming Guu
Format: Conference Proceeding
Language:English
Published: IEEE 01.04.2009
Subjects:
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 Access:Get full text
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Summary: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