A simplex based algorithm to solve separated continuous linear programs

Authors:
Gideon Weiss
Affiliations:
The University of Haifa, Department of Statistics, 31905, Mount Carmel, Israel
Venue:
Mathematical Programming: Series A and B
Year:
2008

Citing 0
Cited 4

Fluid analysis of an input control problem

Queueing Systems: Theory and Applications
Minimizing makespan in a multiclass fluid network with parameter uncertainty

Probability in the Engineering and Informational Sciences
A Shadow Simplex Method for Infinite Linear Programs

Operations Research
Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems

Journal of Global Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

We consider the separated continuous linear programming problem with linear data. We characterize the form of its optimal solution, and present an algorithm which solves it in a finite number of steps, using an analog of the simplex method, in the space of bounded measurable functions.