Duality theorems and algorithms for linear programming in measure spaces |
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| Authors: | C.F. Wen and S.Y. Wu |
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| Affiliation: | (1) Institute of Applied Mathematics, National Cheng Kung University, Tainan, 701, Taiwan |
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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. |
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| Keywords: | algorithms duality theory Linear programming in measure spaces |
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