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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Bibliographic Details
Published in:2008 IEEE International Conference on Industrial Engineering and Engineering Management pp. 118 - 122
Main Authors: Ching-Feng Wen, Chien-Shih Huang
Format: Conference Proceeding
Language:English
Published: IEEE 01.12.2008
Subjects:
Approximation methods
Continuing education
Continuous time linear programming problems
Educational programs
Engineering management
Estimation error
Industrial engineering
Infinite-dimensional linear programming problems
Linear programming
Processor scheduling
Q measurement
ISBN:9781424426294, 1424426294
ISSN:2157-3611
Online Access:Get full text
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Summary: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