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Simplex algorithm for continuous linear programs

TITLE: Simplex algorithm for continuous linear programs

SPEAKER: Dr. Gideon Weiss

ABSTRACT:

I will motivate continuous linear programs by describing a problem of finite horizon transient control of a multi-class queueing network. I will give the formulation of a separated continuous linear program with linear objective and right hand side, and its symmetric reverse time dual. I will describe the structure of the optimal solutions, in the case that measurable bounded solutions exist, and illustrate the simplex algorithm for its solution. Finally, I will discuss full duality, when impulse controls at time 0 are allowed.

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Simplex algorithm for continuous linear programs

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Friday
Feb 13 2009
10:00am - 11:00am

Contact: Anita RaceH. Milton Stewart School of Industrial and Systems EngineeringContact Anita Race

Fees: $0.00

In campus calendar: No

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  • Workflow Status:Published
  • Created By:Anita Race
  • Created:10/12/2009
  • Modified By:Fletcher Moore
  • Modified:10/07/2016

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