DISCRETE APPROXIMATION OF A PROBLEM OF CONTINUOUS PROGRAMMING

被引：0

作者：

LEPP, R

机构：

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1993年 / 33卷 / 05期

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D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A discrete method of solving a continuous programming problem with convex cost functional and linear constraints with Fredholm operator in the space of essentially bounded functions is proposed. The original problem is replaced by a sequence of mathematical programming problems of increasing dimensions. Conditions which guarantee convergence of the optimum values and weak convergence of the optimal solutions are described.

引用

页码：579 / 591

页数：13

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