A simplex based algorithm to solve separated continuous linear programs |
| |
| Authors: | Gideon Weiss |
| |
| Affiliation: | (1) Department of Statistics, The University of Haifa, 31905 Mount Carmel, Israel |
| |
| Abstract: | We consider the separated continuous linear programming problem with linear data. We characterize the form of its optimal solution, and present an algorithm which solves it in a finite number of steps, using an analog of the simplex method, in the space of bounded measurable functions. Research supported in part by US-Israel BSF grant 9400196, by German-Israel GIF grant I-564-246/06/97 and by Israel Science Foundation Grants 249/02 and 454/05. |
| |
| Keywords: | Continuous linear programming Simplex method |
| 本文献已被 SpringerLink 等数据库收录！ |
|
