A simplex-type algorithm for continuous linear programs with constant coefficients
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Publication:2297646
DOI10.1007/S10107-018-1353-6zbMATH Open1440.90023arXiv1705.04959OpenAlexW3102516246WikidataQ128839336 ScholiaQ128839336MaRDI QIDQ2297646FDOQ2297646
Publication date: 20 February 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Abstract: We consider continuous linear programs over a continuous finite time horizon , with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space of measures or of functions of bounded variation. These models generalize the separated continuous linear programming models and their various duals, as formulated in the past by Anderson, by Pullan, and by Weiss. In previous papers we have shown that these problems possess optimal strongly dual solutions. We also have presented a detailed description of optimal solutions and have defined a combinatorial analogue to basic solutions of standard LP. In this paper we present an algorithm which solves this class of problems in a finite bounded number of steps, using an analogue of the simplex method, in the space of measures.
Full work available at URL: https://arxiv.org/abs/1705.04959
Numerical mathematical programming methods (65K05) Linear programming (90C05) Linear optimal control problems (49N05)
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