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A simplex based algorithm to solve separated continuous linear programs

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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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Authors and Affiliations

  1. Department of Statistics, The University of Haifa, 31905, Mount Carmel, Israel

    Gideon Weiss

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  1. Gideon Weiss
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Correspondence to Gideon Weiss.

Additional information

Research supported in part by US-Israel BSF grant 9400196, by German-Israel GIF grant I-564-246/06/97 and by Israel Science Foundation Grants 249/02 and 454/05.

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Weiss, G. A simplex based algorithm to solve separated continuous linear programs. Math. Program. 115, 151–198 (2008). https://doi.org/10.1007/s10107-008-0217-x

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  • DOI: https://doi.org/10.1007/s10107-008-0217-x

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