An efficient approximation method for a class of continuous linear programs

被引：0

作者：

Wong, KH ^{[1
]}

Kasiama, MI ^{[1
]}

Myburgh, C ^{[1
]}

机构：

[1] Univ Witwatersrand, Dept Math, ZA-2050 Wits, South Africa

来源：

PROGRESS IN OPTIMIZATION: CONTRIBUTIONS FROM AUSTRALASIA | 2000年 / 39卷

关键词：

polynomial evaluation; iteration scheme;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A general class of continuous linear programs, which involves an integral objective function and a Volterra type constraint inequality with convolution kernel is considered. By using a method similar to that of Lukas and Teo (1991), the above problem is converted into a sequence of optimal control problems not involving any integral constraint, each of which can be solved by the control parameterisation method. Convergence analysis of the above approximation scheme is considered.

引用

页码：269 / 284

页数：16

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