Numerical solutions to continuous linear programming problems

1973 ◽  
Vol 17 (3) ◽  
pp. 107-117 ◽  
Author(s):  
R. N. Buie ◽  
J. Abrham
Keyword(s):  
Linear Programming ◽  
Numerical Solutions ◽  
Continuous Linear ◽  
Continuous Linear Programming ◽  
Linear Programming Problems

scholarly journals An Illustration of the Duality Technique in Semi-Continuous Linear Programming

1980 ◽  
Vol 11 (1) ◽  
pp. 17-28 ◽  
Author(s):  
F. De Vylder
Keyword(s):  
Linear Programming ◽  
Finite Interval ◽  
Claim Size ◽  
Continuous Linear ◽  
Parametric Solution ◽  
Continuous Linear Programming ◽  
Claim Size Distribution ◽  
Stop Loss ◽  
First Moment ◽  
Duality Technique

We gıve a complete parametrıc solutıon of the followıng problem: Fınd a claım sıze dıstrıbutıon F on the fınıte ınterval [ο, ω], maxımizıng the stop-loss premıum correspondıng to a gıven excess e, under the constraınts that the fırst moment of F be at most equal to μ and the second at most equal to ν The method used ıs the dualıty technıque ın semı-contınuous lınear programmıng descrıbed in De Vylder (1978) Thıs technıque ıs summarızed, wıthout proofs, ın the fırst part of the paper.

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