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An adaptive discretization algorithm for a class of continuous network programs
Author(s) -
Philpott Andrew B.,
Craddock Mark
Publication year - 1995
Publication title -
networks
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.977
H-Index - 64
eISSN - 1097-0037
pISSN - 0028-3045
DOI - 10.1002/net.3230260102
Subject(s) - discretization , convergence (economics) , sequence (biology) , algorithm , class (philosophy) , computer science , mathematical optimization , flow network , mathematics , flow (mathematics) , continuous flow , physics , mechanics , mathematical analysis , geometry , artificial intelligence , biology , economics , genetics , economic growth
Abstract An algorithm is derived for a class of continuous‐time minimum‐cost network flow problems. The algorithm is based on some recent results in the theory of separated continuous linear programs and works with a sequence of discrete approximations to the continuous‐time problem. We prove the convergence of the algorithm and present some numerical results which compare its performance against that of linear network flow algorithms applied to a uniform discrete approximation of the continuous‐time problem.