A Duality Theory for Separated Continuous Linear Programs

DOI10.1137/S0363012993257507zbMath0847.49028OpenAlexW2084071948MaRDI QIDQ4883650

Malcolm C. Pullan

Publication date: 15 October 1996

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012993257507

zbMATH Keywords

dualitycontinuous linear programmingsufficient conditions for optimalitylinear optimal controlseparated continuous linear programs

Mathematics Subject Classification ID

Linear programming (90C05) Duality theory (optimization) (49N15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Linear optimal control problems (49N05)

Related Items (26)

Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality. ⋮ Parametric continuous-time linear fractional programming problems ⋮ Approximate Solutions and Duality Theorems for Continuous-Time Linear Fractional Programming Problems ⋮ Inverse conic linear programs in Banach spaces ⋮ Numerical method for solving the continuous-time linear programming problems with time-dependent matrices and piecewise continuous functions ⋮ A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems ⋮ Unnamed Item ⋮ Continuous-time optimization problems involving invex functions ⋮ Solution algorithms for a class of continuous linear programs with fuzzy valued objective functions ⋮ 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 ⋮ On solving continuous-time dynamic network flows ⋮ Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization ⋮ Stochastic separated continuous conic programming: strong duality and a solution method ⋮ Large-deviations analysis of the fluid approximation for a controllable tandem queue ⋮ A simplex based algorithm to solve separated continuous linear programs ⋮ Robust continuous linear programs ⋮ Managing high-end ex-demonstration product returns ⋮ Continuous-time linear programming problems revisited: A perturbation approach ⋮ Flows over time in time-varying networks: optimality conditions and strong duality ⋮ Nonsmooth continuous-time optimization problems: Necessary conditions ⋮ Time-Varying Semidefinite Programs ⋮ A simplex-type algorithm for continuous linear programs with constant coefficients ⋮ A simplex algorithm for minimum-cost network-flow problems in infinite networks ⋮ Solving Continuous-Time Linear Programming Problems Based on the Piecewise Continuous Functions ⋮ Structure of Solutions for Continuous Linear Programs with Constant Coefficients

This page was built for publication: A Duality Theory for Separated Continuous Linear Programs