On the Solutions of a Class of Continuous Linear Programs

Authors:
Edward J. Anderson;Andrew B. Philpott
Affiliations:
-;-
Venue:
SIAM Journal on Control and Optimization
Year:
1994

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Abstract

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.