Next Article in Journal
Hermite-Hadamard Type Inequalities for Interval (h1, h2)-Convex Functions
Next Article in Special Issue
An Optimisation-Driven Prediction Method for Automated Diagnosis and Prognosis
Previous Article in Journal
Integral Involving Bessel Functions Arising in Propagation Phenomena
Article

Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems

Department of Mathematics, National Kaohsiung Normal University, Kaohsiung 802, Taiwan
Mathematics 2019, 7(5), 435; https://doi.org/10.3390/math7050435
Received: 12 April 2019 / Revised: 9 May 2019 / Accepted: 10 May 2019 / Published: 16 May 2019
(This article belongs to the Special Issue Numerical Optimization and Applications)
A robust continuous-time linear programming problem is formulated and solved numerically in this paper. The data occurring in the continuous-time linear programming problem are assumed to be uncertain. In this paper, the uncertainty is treated by following the concept of robust optimization, which has been extensively studied recently. We introduce the robust counterpart of the continuous-time linear programming problem. In order to solve this robust counterpart, a discretization problem is formulated and solved to obtain the ϵ -optimal solution. The important contribution of this paper is to locate the error bound between the optimal solution and ϵ -optimal solution. View Full-Text
Keywords: approximate solutions; continuous-time linear programming problems; ϵ-optimal solutions; robust optimization approximate solutions; continuous-time linear programming problems; ϵ-optimal solutions; robust optimization
MDPI and ACS Style

Wu, H.-C. Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems. Mathematics 2019, 7, 435. https://doi.org/10.3390/math7050435

AMA Style

Wu H-C. Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems. Mathematics. 2019; 7(5):435. https://doi.org/10.3390/math7050435

Chicago/Turabian Style

Wu, Hsien-Chung. 2019. "Numerical Method for Solving the Robust Continuous-Time Linear Programming Problems" Mathematics 7, no. 5: 435. https://doi.org/10.3390/math7050435

Find Other Styles
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop