Continuous programming. I: Linear objectives

DOI10.1016/0022-247X(69)90106-1zbMath0218.90055OpenAlexW4212862744MaRDI QIDQ2546837

R. C. Grinold

Publication date: 1969

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(69)90106-1

Mathematics Subject Classification ID

Linear programming (90C05) Linear systems in control theory (93C05) Duality theory (optimization) (49N15) Linear optimal control problems (49N05)

Related Items (35)

Approximate Solutions and Duality Theorems for Continuous-Time Linear Fractional Programming Problems ⋮ Sparse optimal control for the heat equation with mixed control-state constraints ⋮ Some remarks concerning duality for continuous-time programming problems ⋮ Numerical method for solving the continuous-time linear programming problems with time-dependent matrices and piecewise continuous functions ⋮ Unnamed Item ⋮ Continuous-time optimization problems involving invex functions ⋮ Approximate solutions and error bounds for a class of continuous-time linear programming problems ⋮ Continuous time programming with nonlinear time-delayed constraints ⋮ Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems ⋮ Using the parametric approach to solve the continuous-time linear fractional Max-min problems ⋮ Some variations, extensions, and generalizations of Tucker’s theorems ⋮ Sufficient optimality criteria in continuous time programming ⋮ Optimality conditions and strong duality in abstract and continuous-time linear programming ⋮ Linear programming problems on time scales ⋮ The difference between finite dimensional linear programming problems and infinite dimensional linear programming problems ⋮ Continuous-time multiobjective optimization problems via invexity ⋮ Continuous-time Programming ⋮ Continuous-time linear programming problems revisited: A perturbation approach ⋮ A recurrence method for a special class of continuous time linear programming problems ⋮ Continuous time programming with nonlinear constraints ⋮ Duality theorem in Markovian decision problems ⋮ Nonsmooth continuous-time optimization problems: Necessary conditions ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ Saddle-point optimality criteria of continuous time programming without differentiability ⋮ Time-Varying Semidefinite Programs ⋮ Lagrangian duality for a class of infinite programming problems ⋮ Continuous programming. I: Linear objectives ⋮ Continuous programming. II: Nonlinear objectives ⋮ Duality in continuous linear programming ⋮ Optimal control of linear bottleneck problems ⋮ A review of duality theory for linear programming over topological vector spaces ⋮ A corrected proof of a result of Grinold ⋮ Some existence and regularity results for dual linear control problems ⋮ Duality in continuous-time homogeneous programming ⋮ Optimality conditions and Lagrangian duality in continuous-time nonlinear programming

Cites Work

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• A class of continuous linear programming problems
• A duality theory for abstract mathematical programs with applications to optimal control theory
• A class of continuous convex programming problems
• Continuous programming. I: Linear objectives
• An Extended Duality Theorem for Continuous Linear Programming Problems
• A Duality Theorem for a Class of Continuous Linear Programming Problems
• Duality for a Class of Infinite Programming Problems
• A Continuous Leontief Production Model with Quadratic Objective Function
• Symmetric Duality for Continuous Linear Programs

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