Continuous time matrix programming
Duality and saddlepoint conditions are considered for the following pair of problems: \[ \max\int^ T_ 0 A(t)X(t)dt\qquad\text{subject to}\tag{P} \] \[ B(t)X(t)\leq C(t)+\int^ t_ 0 K(t,s)X(t)ds\quad\text{a.e. in }[0,T],\quad X(t)\geq 0\quad\text{a.e. in }[0,T]; \] and \[ \min\int^ T_ 0 Y(t)C(t)dt\qquad\text{subject to}\tag{D} \] \[ Y(t)B(t)\geq A(t)+\int^ T_ t Y(s)K(s,t)ds\quad\text{a.e. in } [0,T],\quad Y(t)\geq 0\quad\text{a.e. in }[0,T], \] where all functions are matrix functions: inequalities and maximization and minimization are defined by specific partial orderings; and integration of matrices is interpreted componentwise.
- Numerical method for solving the continuous-time linear programming problems with time-dependent matrices and piecewise continuous functions
- Continuous Matrix Factorizations
- Matrix Programming with Set-Inclusive Constraints and Objective Set
- Motzkin's theorem of the alternative: a continuous-time generalization
- Some variations, extensions, and generalizations of Tucker’s theorems
This page was built for publication: Continuous time matrix programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2367784)
