Purification for separated continuous linear programs |
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Authors: | Edward J. Anderson Malcolm C. Pullan |
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Affiliation: | (1) Judge Institute of Management Studies, Trumpington Street, CB2 1AG Cambridge, UK |
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Abstract: | This paper presents a purification algorithm for a class of infinite-dimensional linear programs called separated continuous linear programs (SCLP). This takes an initial feasible solution and produces an extreme point solution without a decrease in objective function value. The algorithm presented here for SCLP is also shown to be the best possible purification algorithm in a certain class. |
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Keywords: | purification continuous linear programming linear optimal control |
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