Related papers: Structure of Solutions for Continuous Linear Progr…
In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…
One of my recent papers transforms an NP-Complete problem into the question of whether or not a feasible real solution exists to some Linear Program. The unique feature of this Linear Program is that though there is no explicit bound on the…
This paper addresses the class of continuous-time nonlinear programming problems with equality and inequality constraints. The paper presents necessary optimality conditions of the sequential form. To be more precise, a sequence of…
In this paper, we study the problem of optimizing a linear program whose variables are the answers to a conjunctive query. For this we propose the language LP(CQ) for specifying linear programs whose constraints and objective functions…
A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…
In this paper, we consider the robust linear infinite programming problem $({\rm RLIP}_c) $ defined by \begin{eqnarray*} ({\rm RLIP}_c)\quad &&\inf\; \langle c,x\rangle \textrm{subject to } &&x\in X,\; \langle x^\ast,x \rangle \le r…
In this paper we assemble some results about the upper-semicontinuity and lower-semicontinuity of the feasible correspondence and the solution correspondence of linear programming problems allowing variability of all parameters of such…
In this paper we develop a very special substitution method for solving a general linear programming problem (LPP). Of course the substitution is a kind of elimination of variable but this method must not be confused with the so-called…
In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…
We consider optimization problems in Lebesgue spaces with pointwise box constraints and finitely many additional linear constraints. We prove that the existence of a Slater point which lies strictly between the pointwise bounds and which…
We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…
This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…
In this paper we consider discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…
We consider the conic linear program given by a closed convex cone in an Euclidean space and a matrix, where vector on the right-hand-side of the constraint system and the vector defining the objective function are subject to change. Using…
This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…
This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of…
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…
Coordinate-wise minimization is a simple popular method for large-scale optimization. Unfortunately, for general (non-differentiable) convex problems it may not find global minima. We present a class of linear programs that coordinate-wise…