A duality theorem for continuous-time linear programming problems

1966 ◽  
Vol 10 (4) ◽  
pp. 224-236 ◽  
Author(s):  
T. Krishna Kumar
Keyword(s):  
Linear Programming ◽  
Continuous Time ◽  
Duality Theorem ◽  
Linear Programming Problems ◽  
Time Linear

scholarly journals Separated and state-constrained separated linear programming problems on time scales

2019 ◽  
Vol 38 (4) ◽  
pp. 181-195 ◽  
Author(s):  
Rasheed Al-Salih ◽  
Martin J. Bohner
Keyword(s):  
Linear Programming ◽  
Time Scales ◽  
Continuous Time ◽  
Duality Theorem ◽  
Strong Duality ◽  
Continuous Time Model ◽  
Time Model ◽  
Wide Range ◽  
Linear Programming Problems ◽  
Fundamental Theorems

Separated linear programming problems can be used to model a wide range of real-world applications such as in communications, manufacturing, transportation, and so on. In this paper, we investigate novel formulations for two classes of these problems using the methodology of time scales. As a special case, we obtain the classical separated continuous-time model and the state-constrained separated continuous-time model. We establish some of the fundamental theorems such as the weak duality theorem and the optimality condition on arbitrary time scales, while the strong duality theorem is presented for isolated time scales. Examples are given to demonstrate our new results

scholarly journals Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems

Mathematics ◽  
2019 ◽  
Vol 7 (5) ◽  
pp. 435
Author(s):  
Hsien-Chung Wu
Keyword(s):  
Linear Programming ◽  
Robust Optimization ◽  
Numerical Method ◽  
Programming Problem ◽  
Continuous Time ◽  
Linear Programming Problem ◽  
Optimal Solution ◽  
Robust Counterpart ◽  
Linear Programming Problems ◽  
Time Linear

A robust continuous-time linear programming problem is formulated and solved numerically in this paper. The data occurring in the continuous-time linear programming problem are assumed to be uncertain. In this paper, the uncertainty is treated by following the concept of robust optimization, which has been extensively studied recently. We introduce the robust counterpart of the continuous-time linear programming problem. In order to solve this robust counterpart, a discretization problem is formulated and solved to obtain the ϵ -optimal solution. The important contribution of this paper is to locate the error bound between the optimal solution and ϵ -optimal solution.

scholarly journals Robust Solutions for Uncertain Continuous-Time Linear Programming Problems with Time-Dependent Matrices

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 885
Author(s):  
Hsien-Chung Wu
Keyword(s):  
Linear Programming ◽  
Programming Problem ◽  
Continuous Time ◽  
Linear Programming Problem ◽  
Computational Procedure ◽  
Time Dependent ◽  
Optimal Solutions ◽  
Robust Counterpart ◽  
Linear Programming Problems ◽  
Time Linear

The uncertainty for the continuous-time linear programming problem with time-dependent matrices is considered in this paper. In this case, the robust counterpart of the continuous-time linear programming problem is introduced. In order to solve the robust counterpart, it will be transformed into the conventional form of the continuous-time linear programming problem with time-dependent matrices. The discretization problem is formulated for the sake of numerically calculating the ϵ-optimal solutions, and a computational procedure is also designed to achieve this purpose.

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