Duality theorems and algorithms for linear programming in measure spaces

Authors:
C. F. Wen;S. Y. Wu
Affiliations:
Institute of Applied Mathematics, National Cheng Kung University, Tainan, Taiwan 701;Institute of Applied Mathematics, National Cheng Kung University, Tainan, Taiwan 701
Venue:
Journal of Global Optimization
Year:
2004

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Abstract

The purpose of this paper is to present some results on linear programming in measure spaces (LPM). We prove that, under certain conditions, the optimal value of an LPM is equal to the optimal value of the dual problem (DLPM). We also present two algorithms for solving various LPM problems and prove the convergence properties of these algorithms.