ON THE SOLUTIONS OF A CLASS OF CONTINUOUS LINEAR-PROGRAMS

被引:27
作者
ANDERSON, EJ [1 ]
PHILPOTT, AB [1 ]
机构
[1] UNIV AUCKLAND,DEPT ENGN SCI,AUCKLAND,NEW ZEALAND
关键词
CONTINUOUS LINEAR PROGRAM; DUALITY; DISCRETE APPROXIMATION;
D O I
10.1137/S0363012992227216
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper discusses the form of solutions for a class of continuous linear programs called separated continuous linear programs. It is shown that under certain assumptions on the problem data the optimal solutions can be taken to be piecewise analytic functions. This yields a strong duality result as a corollary.
引用
收藏
页码:1289 / 1296
页数:8
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