Duality in infinite dimensional linear programming
dc.contributor.author | Bean, James C. | en_US |
dc.contributor.author | Romeijn, H. Edwin | en_US |
dc.contributor.author | Smith, Robert L. | en_US |
dc.date.accessioned | 2006-09-11T19:33:19Z | |
dc.date.available | 2006-09-11T19:33:19Z | |
dc.date.issued | 1992-01 | en_US |
dc.identifier.citation | Romeijn, H. Edwin; Smith, Robert L.; Bean, James C.; (1992). "Duality in infinite dimensional linear programming." Mathematical Programming 53 (1-3): 79-97. <http://hdl.handle.net/2027.42/47922> | en_US |
dc.identifier.issn | 0025-5610 | en_US |
dc.identifier.issn | 1436-4646 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/47922 | |
dc.description.abstract | We consider the class of linear programs with infinitely many variables and constraints having the property that every constraint contains at most finitely many variables while every variable appears in at most finitely many constraints. Examples include production planning and equipment replacement over an infinite horizon. We form the natural dual linear programming problem and prove strong duality under a transversality condition that dual prices are asymptotically zero. That is, we show, under this transversality condition, that optimal solutions are attained in both primal and dual problems and their optimal values are equal. The transversality condition, and hence strong duality, is established for an infinite horizon production planning problem. | en_US |
dc.format.extent | 882389 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag; The Mathematical Programming Society, Inc. | en_US |
dc.subject.other | Numerical Analysis | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Duality | en_US |
dc.subject.other | Infinite Horizon Optimization | en_US |
dc.subject.other | Mathematics of Computing | en_US |
dc.subject.other | Numerical and Computational Methods | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Mathematical Methods in Physics | en_US |
dc.subject.other | Combinatorics | en_US |
dc.subject.other | Mathematical and Computational Physics | en_US |
dc.subject.other | Operation Research/Decision Theory | en_US |
dc.subject.other | Infinite Dimensional Linear Program | en_US |
dc.title | Duality in infinite dimensional linear programming | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, The University of Michigan, 48109-2117, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, The University of Michigan, 48109-2117, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationother | Department of Operations Research & Tinbergen Institute, Erasmus University Rotterdam, 3000 DR, Rotterdam, Netherlands | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/47922/1/10107_2005_Article_BF01585695.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/BF01585695 | en_US |
dc.identifier.source | Mathematical Programming | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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