A simplex based algorithm to solve separated continuous linear programs

Gideon Weiss

doi:10.1007/s10107-008-0217-x

A simplex based algorithm to solve separated continuous linear programs

Gideon Weiss

Department of Statistics

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	151-198
Number of pages	48
Journal	Mathematical Programming
Volume	115
Issue number	1
DOIs	https://doi.org/10.1007/s10107-008-0217-x
State	Published - Sep 2008

Keywords

Continuous linear programming
Simplex method

ASJC Scopus subject areas

Software
General Mathematics

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10.1007/s10107-008-0217-x

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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.",

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KW - Simplex method

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A simplex based algorithm to solve separated continuous linear programs

Abstract

Keywords

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