An improved numerical method for solving a class of continuous-time linear programming problems

In this paper we consider a class of infinite-dimensional linear programming problems, called continuous-time linear programming problems (CLP). In our previous paper, we presented a discrete approximation method for solving (CLP) and established the estimation for error bounds of searched numerical...

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Vydáno v:2008 IEEE International Conference on Industrial Engineering and Engineering Management s. 118 - 122
Hlavní autoři: Ching-Feng Wen, Chien-Shih Huang
Médium: Konferenční příspěvek
Jazyk:angličtina
Vydáno: IEEE 01.12.2008
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ISBN:9781424426294, 1424426294
ISSN:2157-3611
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Shrnutí:In this paper we consider a class of infinite-dimensional linear programming problems, called continuous-time linear programming problems (CLP). In our previous paper, we presented a discrete approximation method for solving (CLP) and established the estimation for error bounds of searched numerical solutions. However, the computation times involved can be very large as a result of solving a very large finite-dimensional linear program. We will focus on a special class of (CLP) and provide improved methods to overcome the computational bottleneck.
ISBN:9781424426294
1424426294
ISSN:2157-3611
DOI:10.1109/IEEM.2008.4737843