A recurrence method for a special class of continuous time linear programming problems

Authors:
Ching-Feng Wen;Yung-Yih Lur;Yan-Kuen Wu
Affiliations:
General Education Center, Kaohsiung Medical University, Kaohsiung, Taiwan, ROC 807;Department of Industrial Management, Vanung University, Taoyuan, Taiwan, ROC 320;Department of Industrial Management, Vanung University, Taoyuan, Taiwan, ROC 320
Venue:
Journal of Global Optimization
Year:
2010

Citing 3
Cited 1

Dynamic Programming

Dynamic Programming
Theory and algorithms for separated continuous linear programming and its extensions

Theory and algorithms for separated continuous linear programming and its extensions
Efficient Algorithms for Separated Continuous Linear Programs: The Multicommodity Flow Problem with Holding Costs and Extensions

Mathematics of 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

This article studies a numerical solution method for a special class of continuous time linear programming problems denoted by (SP). We will present an efficient method for finding numerical solutions of (SP). The presented method is a discrete approximation algorithm, however, the main work of computing a numerical solution in our method is only to solve finite linear programming problems by using recurrence relations. By our constructive manner, we provide a computational procedure which would yield an error bound introduced by the numerical approximation. We also demonstrate that the searched approximate solutions weakly converge to an optimal solution. Some numerical examples are given to illustrate the provided procedure.