Simplex algorithm for continuous linear programs

Event Details
  • Date/Time:
    • Friday February 13, 2009
      10:00 am - 11:00 am
  • Location: Executive classroom 228 Main
  • Phone:
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  • Fee(s):
    $0.00
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Contact
Anita Race
H. Milton Stewart School of Industrial and Systems Engineering
Contact Anita Race
Summaries

Summary Sentence: Simplex algorithm for continuous linear programs

Full Summary: 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.

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
Keywords
Linear
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:36pm
  • Last Updated: Oct 7, 2016 - 9:47pm