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常系数连续线性规划问题的解的结构

Structure of Solutions for Continuous Linear Programs with Constant Coefficients

SIAM Journal on Optimization · 2015
被引 5
ABS 3

中文导读

研究了常系数连续线性规划问题及其对称对偶的解结构,给出了最优解的详细描述,并证明了在无Slater条件下可行解蕴含强对偶最优解的存在性。

Abstract

We consider continuous linear programs over a continuous finite time horizon $T$, with linear cost coefficient functions, linear right-hand side functions, and a constant coefficient matrix, as well as their symmetric dual. We search for optimal solutions in the space of measures or of functions of bounded variation. These models generalize the separated continuous linear programming models and their various duals, as formulated in the past by Anderson, by Pullan, and by Weiss. In a recent paper, we have shown that under a Slater-type condition, these problems possess optimal strongly dual solutions. In this paper, we give a detailed description of optimal solutions and define a combinatorial analogue to basic solutions of standard LP. We also show that feasibility implies existence of strongly dual optimal solutions without requiring the Slater condition. We present several examples to illustrate the richness and complexity of these solutions.

数学线性规划对偶理论连续优化