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.
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页码：269 / 284
页数：16
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