Characterizing extreme points as basic feasible solutions in infinite linear programs

Authors:
Archis Ghate;Robert L. Smith
Affiliations:
Industrial Engineering, University of Washington, Box 352650, Seattle, WA 98195, USA;Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, USA
Venue:
Operations Research Letters
Year:
2009

Citing 3
Cited 1

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A Shadow Simplex Method for Infinite Linear Programs

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Abstract

Unlike in finite dimensions, a basic feasible solution characterization of extreme points does not hold in countably infinite linear programs. We develop regularity conditions under which such a characterization is possible. Applications to infinite network flow problems and non-stationary Markov decision processes are presented.